OTC Derivatives Analyst

  • DOE
  • Marlborough, MA, États-Unis Marlborough MA US
  • CDI, Plein-temps
  • The Resource Collaborative
  • 17 mai 18 2018-05-17

Our Client is one of the world's largest independent investment management firms. With US$1 trillion in assets under management as of June 30, 2017, they serve as a trusted adviser to institutional clients and mutual fund sponsors in over 55 countries. Their innovative investment solutions are built on the strength of proprietary, independent research and span nearly all segments of the global capital markets, including equity, fixed income, multi-asset, and alternative strategies.

As part of the Derivatives Data group, the Derivatives Analyst position will be primarily responsible for supporting the OTC settlement and post-execution lifecycle event process for all OTC derivative products. This will encompass exception based management of the trade capture workflow, lifecycle event processing, multiple daily reconciliations, and new product implementation for all OTC derivative activity across a suite of applications. The Derivatives Analyst will continually look for opportunities to create efficiencies within the aforementioned tasks through workflow and technology. The Derivatives Analyst will work daily with Brokers and Trading and Technology teams internally to ensure timely trade capture in multiple internal systems, processing of lifecycle events (rate resets, account openings, etc.) and resolution of reconciliation issues. The Derivative Analyst position will also work closely with their outsource partner, State Street IMS West.

Primary responsibilities:

  • Take a lead role in analyzing and implementing data requirements needed to support complex derivatives in Calypso and other enterprise technology
  • Daily reconciliation of OTC trade attributes between Calypso and multiple internal (Security Master File, Geneva, and trading platforms) and external (dealer portals, trade file exchanges, etc.) applications
  • Management of outstanding trade and reconciliation breaks
  • Daily review of OTC trade communication to ensure that new trades and amendments are captured properly and subsequently communicated to State Street IMS West
  • Initiating new account on-boarding with both internal and external partners
  • Serve as an escalation point for resolution of trade communication and settlements queries raised by dealers, State Street IMS West, and client agents
  • Serve as a resource for internal teams handling OTC derivative-related queries and audit requests from clients and their agents
  • Processing exceptional events that impact OTC derivatives positions, including credit events, corporate actions, and client transitions
  • Continuously identify opportunities for improvement
  • Actively participating in industry working group


  • An ideal candidate would be highly knowledgeable in OTC derivatives across asset classes (Rates, Credits, Equity and Commodity) with a focus on Equity OTC.
  • The ideal candidate will have a derivative middle office background, be intimately familiar with the OTC life-cycle process, and have a working understanding of the operational impact of pending regulatory change.
  • The candidate must have a Bachelor's degree and at least 4 years of derivatives experience. An MBA or CFA, or progress towards either is a plus.
  • This position requires independent judgment and decision making.
  • The individual must be well organized, motivated, and possess strong problem solving skills.
  • The successful candidate will have demonstrated analytical and writing skills, effective communication skills, and a high level of attention to detail.
  • While the Derivative Analyst will work in a team-oriented environment, most projects will be self-directed, often under intense deadline pressures.