Production Support - Listed Derivatives HYBRID: 3-4 days in NYC office 12 month contract Responsibilities Located... where required. Support Liquidnet Listed Derivatives, including Fidessa GTP, interfaces for various E/OMS vendors and direct access FIX...
+ billion-dollar fixed income and derivatives portfolio representing over 25% of PNC Bank’s total assets. The... Sheet management on the production of monthly securities and swaps interest income forecast and broader balance sheet...
, TIPS), derivatives hedging (debt issuance, asset swaps, cash flow hedges), mortgage servicing rights hedging d. Bank portfolio... securities and derivatives: risk, returns, and attribution tracking e. Supply/demand analysis for interest rate products 3...
. swaps, UST, STRIPS, TIPS), derivatives hedging (debt issuance, asset swaps, cash flow hedges), mortgage servicing rights... hedging b. Bank portfolio securities and derivatives: risk, returns, and attribution tracking c. Derivatives pricing...