REPO Collateral Analyst

Job Description

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 elevate intraday funding requirements 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 repo ...