Capital Markets and Treasury

Capital Markets

Equities Trading – Marketmaking RFQ Trading, Systematic Internalisation, OTF/MTF, Smart Order Routing, Business Data Processing – Corporate Actions, Derivates expiry routines (automatic exercis, assignment, abandon), Fixing, OTC Price provision

Index Trading- Programme Trading, Futures & Options Arbitrage

Funds & ETF Trading – Valuation, Construction, Origination & Distribution

Bonds –  Issuance,  Risk and Performance Management

Options Pricing and Simulation- ValuationQuote & Contribution, Eurex Marketmaking, Desk-Riskmananagement

Certificates and warrants-  TIQS, CATS, Web Contribution, Valuation & Analysis, Exotic Events Management

Commodities – Options, Futures, Swaps, Certifikates, Limit Management

Structured Products – Asian, Barrier, Basket, Equity Linked, Proprietary Model Integration


Bonds and Debt Instruments – Pricing, Simulation, Quoting & Exchange Trading, Risk and Profit/Loss Functionality

Repo & Lending Eurex further markets, CCP, Margin & Collateral Management

FX – Outrights, Forwards, FX Swaps, Optionen,  Swaps. MM- und Ccy Splits, Cash und Risk Management

Money Markets – Call Money, Interest-at-Maturity, Termination Process, Fixed vs. Float Swap, Fixing Procedures, Mark-to-Market P&L

Interest Rate Derivatives- Vanilla, FwdStart, Cap/Floor, Basis, CMS, CCS, Quantos, OIS, Volatility, Valuation Models

Credit Derivatives – CDS, Single Name & Index, Countries of Risk, CLN, ABS/MBS, Free-defined Cashflows, Market Data Solutions

Static and Trade DataSTP Process, Continuous Settlement, Payments, Clearing and Confirmations

Risk Control – Prozess automation, Intraday, EoD, VaR, Treasury Asset/Liability Managment, Market Risk, Counterparty & Credit Risk, Liquidity and further risks

Regulatory Risk & Reporting – Basel I, II, III, IV, IFRS9, BCBS Aggregation






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