Our client, a leading financial institution based in Downtown Toronto, is looking for a Senior Analyst with Interest Rate Derivatives knowledge to join their Product Control team. You will play a pivotal role in producing P&L attribution, ensuring effective risk control and providing analytical, accounting and control support for the Fixed Income business.
- Daily P&L reporting through risk based attribution, investigating and escalating any breaks when necessary.
- Reconciliation of P&L with the General Ledger
- Working closely with Front Office, providing explanations on P&L queries
- Assist in the production, review and analysis of IPV (Independent Price Verification).
- Aid in streamlining processes, ensuring maximum efficiency of the group.
- Hands-on experience working with Interest Rate Derivatives.
- Solid understanding of accounting, the concepts of mark-to-market accounting and risk based P&L attribution
- Advanced Excel
- Programming skills: VBA, SQL, Python
- A Degree focused on Finance and Accounting or quantitative discipline including Mathematics or Financial Engineering.
- A CFA or FRM will also be an asset.
Please apply with resume in Word format. Those candidates legally eligible to work in Canada, need apply