• Location: Toronto, Ontario
• Type: Permanent
• Job #2841

This is an excellent opportunity for an experienced Capital Markets professional with a strong background within Product Control, P&L, and Market Risk to join one of the leading financial institutions in downtown Toronto. Our client is looking for a Senior Manager to join their Fixed Income Derivatives Business, to be responsible for production of P&L to the front office and accounting support.

Responsibilities:

• Produce, report and validate daily P&L through risk based attribution, ensuring reconciliation to Front Office estimates and to the Bank’s General Ledger and sub ledgers.
• Provide P&L by risk factors to trading desk, risk management and finance, providing a clear understand of underlying drivers
• Escalate and resolve breaks, substantiating balance sheet accounts.
• Produce, review and analyse IPV, Reserves and Fair Value Adjustments.
• Orchestrate and complete the Month-End Close Sign-off and MIS Package.
• Utilize risk analytics to confirm and reconcile closing market risk positions.

 
Requirements:

• An understanding of Fixed Income Derivatives including MBS, Bonds, Interest Rate Swaps
• Hands-on experience in Product Control in Capital Markets
• Experience with P&L construction and risk attribution, capital markets accounting, balance sheet substantiation and IPV process.
• Business Degree focused on Finance and Accounting and/ or Risk Analytics. A professional accounting designation is preferred.  
• A CFA or FRM will also be an asset.
• Proficiency with Excel and VBA coding
• Strong communication skills and the ability to interact with a demanding Front-Office client base