Description of Duties
<Back Office -primary role->
・Undertake the settlement of treasury transactions.
・Prepare relevant risk and exposure monitoring reports.
Middle Office – support role
・Prepare regulatory returns and other internal reports.
・Perform other functions relating to the Middle Office.
＜Principal tasks＞
Settlements
・Carry out the settlement of all transactions carried out by the Branch’s treasury function:
-money market deals, including CDs
‐ securities purchases and sales
- interest rate and currency swaps
- repos
- loans
- interest rate and bond futures
- forex
Prepare and input instructions for payments (SWIFT, PC-based systems), including expenses payments for General Affairs Section.
Prepare and input instructions for custodian movements (PC-based systems/SWIFT).
Prepare and input data into the GBS (computer) system.
Monitor and reconcile reports on settlement and custody accounts;monitor intra-day movements Daily sanctions screening.
General
・Prepare daily/monthly PC reports (treasury positions, bond portfolio).
・Open/close GBS (computer) system.
Reconcile brokerage statements and prepare payments of amounts due.
File deal tickets/confirmations, account statements, bond and swap transaction documentation, PC reports, etc.
Process audit requests.
<Middle Office -secondary role->
Regulatory returns and other reports
・Prepare regulatory returns and Head Office reports.
・Prepare other internal risk monitoring reports (PC-based).
Systems and accounting
・Assist with periodic back-up tests
Credit
・Prepare monthly and other periodic reports relating to the bond and loan portfolios as required by Head Office.
・Undertake credit reviews relating to the bond portfolio.
General Affairs
・Data input into the GBS (computer) system for General Affairs
section.
・Other assistance to General Affairs Section when required.
Knowledge requirements and qualifications
・Familiarity with settlement and custodian systems - CHAPS, SWIFT,
Euroclear (via custodian).
・Knowledge of relevant money market and securities products.
・PC literate (Word, Excel)
・Bloomberg
Regulatory
・Understanding of UK, EU and Japanese regulatory requirements
relevant to the branch’s settlement activities, including:
- PRA/FCA Conduct Rules
- Codes of Market Conduct, including the Bank of England’s Money
・Markets Code
・Money Laundering Regulations