This is an excellent opportunity for an experienced Capital Markets professional with a strong background within Product Control and Risk Analytics to join one of the leading financial institutions in downtown Toronto. Our client is looking for a Manager, XVA Product Control to join their Global Fixed Income team, to utilise quantitative disciplines and analytical modelling techniques to manage and develop the production of P&L to the front office, manage market risk and produce, review and analyse IPV.
- 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.
- Oversight of a wide range of risk measurement models within the XVA space used to assist the trading desk and management in future strategic decisions
- Orchestrate and complete the Month-End Close Sign-off and MIS Package.
- Utilize programming knowledge and risk analytics to confirm and reconcile closing market risk positions.
- Working experience with XVA & risk models
- Hands-on experience in Risk and/or Product Control supporting a Capital Markets environment.
- 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, FRM or accounting designation preferred
- Proficiency with Excel (VBA, Python, Matlab programming as asset)
- Strong communication skills and the ability to interact with a demanding Front-Office client base.
Please apply with resume in Word format.
Those candidates legally eligible to work in Canada, need apply.
For more opportunities, please go to www.fpinc.ca