Below are the tasks that will be delegated during the assignment:
- Market data certification and static data creation: Analyze and validate different market data parameters on Equity prices, Yield curves, FX spot, Volatilities, Correlations ;
- Perform multiple levels of data control to detect and correct market data breaches ;
- Work closely with Front Office to resolve pricing disparities and significant moves ;
- Create and maintain various static data and instruments in different internal systems ;
- Biweekly monitoring and analysis of IPV for all asset classes in Asia (Equity, Fixed Income, FX) ;
- Deep dive of FairVa impacting Asia: Bid/Offer reserves, Model reserves, etc ;
- Participate in the APAC expansion projects, as part of Natixis APAC strategic plan ;
- Participate and assist in Natixis global projects ;
- Use statistics and data visualization to prepare monthly and quarterly reporting.
举报职位
