About Business line/Function: Instrument Referential Department
Position Purpose
The GMO - Instrument Referential Department is responsible for variable Equity & Derivative & Fixed Income products set up in Global Market systems, lifecycle update and closing price feed. The team covers respective Market hours. Our main sources are Bloomberg for static data and Reuters for market data. Clients of the team are 100% internal (Trading, Sales, Structuring, Trade Support, P&L;, Risk, Settlement, Accounting, IT, etc.).
Responsibilities
Direct Responsibilities
Configuration of Instruments; indices, stocks, ETFs, Rates, futures and options contracts, Convertible Bonds and Warrants in EQD systems (FO to Accounting) requested for the needs of Trading teams
Control Static data and life cycle of Instruments. Process Daily code changes following Corporate Actions
Control Market data daily feed (quality and consistency). This data is used to generate the Profit and Loss (P&L;) and to price products.
Financial Calendars administration (creation and update)
Correlation Matrix perimeter maintenance on Instrument Time series
Listed and Exotic warrants and certificates STP BO feed.
Issuers (linked to Equities) creation request in BNP system.
Reporting accounting and regulatory participation
Contributing Responsibilities
Apply control and escalation procedures on breaks between different systems
Respect any timeline and deadline cutoffs
Facilitate the integration of current activities and migrations of IT systems
Ensure the consistency of the Referential between all the sites
Participate in the industrialization of feed (Static and Market Data)
Contribute to the improvement and completeness of daily and monthly checks
Keep on documenting all procedures in place to stick market and process evolutions.
Contribute in all control plan protocols according to local operational risk policies.
Contribute in precis