Front Office Derivatives and Funding Senior Analyst

Position Purpose:

The Derivatives and Funding Senior Analyst supports Trading and Investment strategy on a wide variety of derivative and portfolio funding initiatives. This individual will support Derivatives and Multi-Asset Trading Solutions (“DMATS”) tactical and strategic programs that improve functional efficiencies, mitigate trading risk and further the investment processes. The position will involve ongoing coordination and collaboration across various T. Rowe Price business units, including Trading, Risk/Legal/Compliance, Operations & IT, to build and deliver Derivatives and Investment Funding support to Trading and Investment Teams

Strategic Business Planning & Execution

• Actively work to improve derivative & funding capabilities, simplify workflows and processes
• Support build and design of derivatives funding and collateral function within Global Trading
• Perform daily analysis of derivatives funding and collateral portfolios for Global Trading and Investment Teams
• Apply and embrace new technology solutions to improve business workflows and pre-post Trading and operational analysis

Qualifications:

Required:

• Bachelor’s degree and 5-7 years related work experience in financial services
• Good experience and understanding of OTC and/or ETD derivative products
• Strong data analysis, data profiling, data transformational skillset
• Attention to detail, accuracy and high level of personal accountability
• Ability to gather relevant facts in a timely manner and make sound decisions quickly
• Ability to successfully manage and complete multiple responsibilities simultaneously
• Knowledge or previous exposure to derivatives trading and/or collateral trading systems
• Strong organizational and project management skillset

Preferred/Beneficial

• Good product knowledge of vanilla OTC products, and exposure to exotics helpful
• Knowledge of derivatives pricing and collateral analytics and workflows
• Desire to learn and expand skillset in portfolio trading margining methodologies
• Basic understanding or desire to learn margin process of CCP clearing, ETD and ISDA SIMM
• Awareness of XVAs, e.g. CVA, MVA, FVA
• Awareness of the Greeks, scenario analysis and VaR

FINRA Requirements

FINRA licenses are not required and will not be supported for this role.

Work Flexibility

This role is eligible for remote work up to one day a week.