Joseph Juma

• Report daily P&L numbers for High Yield Flow books and reconcile front to back trade breaks.
• Write P&L commentary on large daily movements specifying the trader’s risks, market movements and understand the reason for these movements.
• Perform Price Testing procedures for certain derivative products such as CDS, Corp Bonds, CDX, Distressed Loans, LCDS and LCDX.
• Understanding of the risks involved in Credit Derivative trading such as counterparty, credit spreads, recovery, curve shapes and market liquidity.
• Understanding the attributes involved in booking various credit derivative products as well as the effect of amendments and termination of these products.
• Performing credit event valuations and understanding the PnL process behind such procedures.
• Strong knowledge of the Greeks such as Theta Delta and Gamma and how these are impacted in according with credit spread movements and maturities.
• Perform specific monthly, quarterly and yearly reporting activities in accordance with IFRS accounting and financial standards.
• Basic understanding of various products outside the scope of the credit business such as Equities, Equity Options, ETFs, Commodities and FX.

• Compiling and analyzing data relative to specific private deals
• Compiling and managing relevant reports from an internal database used for managing clients and products
• Researching various companies/funds information relating to opening and closing of client deals
• Preparation of economic allocations for the Funds, Direct Company Investments and Co-Investments