• 22 July 2008
• Reference: JR200658

• Interest Rate Exotics Middle Office - Docklands

• Docklands Competitive Permanent

A position has arisen at one of the world's leading international investment banks for the role of interest rate exotics, within the middle office. The position is based at the London Docklands.


The individual will report into the middle office function, and will also integrate in a cross departmental virtual team, bringing quantitative analysts, IT and middle office staff together, working closely with trading, product control and risk management.


This role is a high profile position responsible for the accuracy of some of the most complex exotics calculations and large resulting cash flow. Your responsibilities will be:

- calculation of manual fixing of interest rate & other complex products

- calculation of resulting cash flow generated from the refix rate

- review of trade amendments since the last refix

- review of refix calculations to term sheet


Prior experience of fixed income trade booking / middle office functions is necessary and exposure to exotic interest rate products a significant plus. The position will offer significant exposure to interesting trades and products, and to the trade modelling and valuation toolset - making it a first class opportunity for bright and motivated individuals, eager to learn and expand their career at one of the world's top-tier investment banks.

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