Should have good understanding of OTC products life cycle and valuation.
Good understanding of Greeks and Sensitivities
Produce daily P&L reports and substantiate with commentaries
Review P&L attributions & investigate P&L differences
Working closely with the trading desks on position, P&L or other issues on an ad-hoc basis
Maintenance of a robust control environment.
Knowledge of Fincad, Integrata applications will be plus