Portfolio Reconciliation Role - Collateral Management

Portfolio Reconciliation - Collateral Management

- Reconcile valuation and material trade terms trade data with counterparties in compliance with the compliance set forth by EMIR/ASIC/MAS regulation.

- Research and identify the cause of the breaks.

- Work with appropriate party to amend the breaks.

- Evidence the cause of the breaks and its resolution.

- Monitor dispute investigation and escalations.

- Trade Repository

- Ensured that OTC + FX trades, Valuation and Collateral are reported to Trade Repository (DTCC).

- All Nacks/Rejection are actioned and resubmitted to DTCC.

- Reconcile the DTCC position with Client position to ensure that all position are in line.

Contributing Responsibilities :

- Escalating exceptions to appropriate processing team for resolution.

- Reporting of exceptions in line with internal control and external client requirements.

- Contributing to the team success.

Additional Responsibilities :

- Responsible for the full front to back daily margin call process for specific clients

- Performing Data Quality analysis prior to issuing margin calls.

- Margin Call Preparation Netting Cash Flows / Rolling Interest.

- Margin Call issuance.

- Booking of eligible Credit Support and fails management.

- Substitutions of Collateral with both CCP and Client.

- Client Reporting

- Monthly interest settlements.

- ISDA/CSA setup knowledge