Senior Manager, XVA Product Control

  • Location: Toronto, Ontario
  • Type: Permanent
  • Job #2040

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 Senior 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. You will use your strong communication skills to work closely with the front office and technology teams to develop user-friendly tools for the Product Control Operations.

Responsibilities:

  • Produce, report and validate daily P&L through risk based attribution.
  • Ensuring the reconciliation of daily reported P&L is to the Bank’s General Ledger and sub ledgers.
  • Primary support for the trading desk by provision of P&L and Risk Management and Finance for all balance sheet enquiries related to XVA
  • 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
  • Automate and develop user-friendly tools for Product Control’s daily responsibilities relating to the XVA book
  • Work with technology teams to integrate user-friendly tools into the Product Control Platform
  • Utilize risk analytics to confirm and reconcile closing market risk positions
  • Produce, review and analyse IPV, Reserves and Fair Value Adjustments

Requirements:

  • A degree in Accounting, Finance, Economics, or a quantitative discipline including Mathematics, Science, Computer Science, and Engineering or Financial Engineering.
  • Strong understanding of XVAs
  • Strong technical skills including VBA, C++, Python, MATLAB, R
  • Experience in market risk/risk management/risk analytics would be an asset
  • A professional accounting designation is preferred. A CFA or FRM will also be an asset.
  • Strong communication skills and the ability to interact with a demanding Front-Office client base.

To Apply:

Please apply with resume in Word format.

For more opportunities, please go to www.fpinc.ca