Middle office and Provisioning and Price Testing Group within product control provides comprehensive support to the Front Office Trading desk.
• Exotics P&L and Risk processing, consolidation and reporting managing a team of 6/7 people. • To monitor Price Testing results. • Trade Validation and Structured Transaction Reviews of Exotic Trades • New deal P&L Analysis, along with review of parameter observability • Provision Calculations for new trades • Event Management and MIS reports to FO clients • Servicing the Front Office and Line Product Control in relation to the above • Continuously identifying areas that could cause potential risk to the bank and developing solutions to enhance on-going processes and controls. • Sourcing and uploading of end of day Market Data