Derivatives Specialist - Treasury Audit

Derivatives Specialist - Treasury Audit

Key Responsibilities:

1. Strong expertise in all derivatives products, including both exchange-traded and over-the-counter instruments.

2. In-depth knowledge of regulations, operational processes, and technical aspects associated with derivatives trading and risk management.

3. Solid understanding of accounting principles related to derivatives, front-office functions, and mid-office processes, including monitoring of trading limits, P&L attribution, trade lifecycle management, and impact on risk monitoring (Capital Adequacy, ICAAP, LCR, Stress Testing, etc.).

4. Hands-on experience with products such as Forwards, Options, OTC Derivatives, Interest Rate Swaps, and ALM Swaps.