REPO Collateral Analyst

Job Description

​What is the opportunity?Monitor exposures to ensure collateralization of bilateral repo deals and Triparty deals What will you do?​

Facilitate repo margin calls for RBC’s North America entities, resolve any breaks arising from issues in trade flows

Monitor exposure and execute margin calls for single entity margin counterparts as well as central book counterparts

Track interest and facilitate monthly payment for all margin counterparts

Ensure all deals at the Triparty are covered and keep Front Office informed of excess/shortfall

Monitor liquidity forecasting at Triparty throughout the day to ensure coverage for unwind and escalate intraday funding requirement where necessary

Escalate and resolve any margin disputes with assistance of repo Front Office in a timely manner

Report all unresolved margin disputes > 1MM to Front Office and Credit Risk team

Track and report daily rep...