Senior Analyst - Rates Validation
Melbourne, Victoria, Australia
• Validation of end-of-day (EOD) rates, curves, and volatility surfaces across various asset classes for EOD valuation and market risk purposes• Collaborated with traders, sales teams, and business development managers to source new rates to support new business capabilities• Actively participated in the Rates and Revaluation Committee• Worked with technology to develop in-house rates validation system• Facilitated the transition to OIS discounting for valuation and P&L decomposition• Developed various process improvements and uplifted data visualisation capabilities within teamKey achievements: delivered cost savings through market data review, secondment to London branch and promoted twice within the team