Flow Portfolio Optimisation Associate

London, United Kingdom
Ref: 86830 Contract: Full-Time Posted: 03/03/19 Closes: 29/03/19

Join us in London as a Flow Portfolio Optimisation Associate

  • This role will see you controlling and supporting regular and wide ranging portfolio optimisation exercises across Rates, Credit and Currencies products
  • Joining this small team of specialists, you'll enjoy a collaborative and supportive team culture that offers several development opportunities
  • This role is available at Associate level

What you'll do

Flow Portfolio Optimisation provides a full and dedicated support service to the NatWest Markets. The overall objective of the team is to provide a high level of support and to maintain a high degree of control across all aspects of the process over a vast array of balance sheet reduction exercises.

You'll be recognised as a point of contact for a wide range of stakeholders and you'll provide expertise and solutions to complex queries and problems, and you'll collaboratively work closely with trading desks.

As well as this you'll:

  • Support and execute vendor OTC derivative portfolio compression and optimisation cycles
  • Support bulk clearing backloading exercises on large scale bilateral back book portfolios
  • Support bespoke and complex bilateral compression and re-hedge packages
  • Implement bulk amendment activities across a varied range of scenarios
  • Proactively manage and mitigate areas of risk
  • Seek efficiency and streamlining opportunities of front to back operations
  • Ensure Clearing and Compression compliance within global regulatory requirements
  • Work collaboratively across global portfolio optimisation teams to deliver common goals
  • Establish and maintain close working relationships at all levels from front office to support teams across NatWest Markets

The skills you'll need

We're looking for someone with an analytical and diligent mind set, excellent communication skills, and to be able to work with a wide range of stakeholders. 

Your remit will cover a broad range of products and asset classes so the ability to learn quickly with a flexible approach is also required.

Along with an understanding of the mechanics of flow rates, credit and currency derivatives and hedging products, you'll also need a core understanding of derivative risk parameters and calculations.

You'll also be highly numerical with astute attention to detail.

In addition to this, you'll demonstrate:

  • An understanding of the front to back trade lifecycle
  • A solid grasp of relevant documentation, including ISDA definitions
  • A desire to deliver first class customer service
  • A proactive approach
  • The ability to ask probing questions in order to gather relevant information to resolve issues

How we'll reward you

In return, we offer a competitive salary and you'll also join our retirement savings plan. You can also choose from a selection of protection, healthcare or lifestyle extras from RBSelect, our fully flexible reward programme.

Visit our reward and benefits page for more information on the benefit packages we offer.


At NatWest Markets we want everyone to feel welcome, regardless of your background or needs. If you need adjustments making to your working environment, we’ll do everything we can to support you. As part of this commitment, we offer flexible working options for some of our roles.