Manager, Product Control, Credit Derivatives
Our client is looking for a Manager, Product Control to utilise quantitative disciplines and analytical modelling techniques to 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.
- Produce, report and validate daily P&L through risk-based attribution; Reconciliation of daily P&L to the Bank’s General Ledger and sub ledgers.
- Primary support for the trading desk by provision of P&L, Risk Management and Finance for all balance sheet enquiries
- Oversight of a wide range of XVA risk measurement models used to assist the trading desk and management in future strategic decisions
- Work with technology teams to enhance and automate broker/dealer processes and systems
- Utilize risk analytics to confirm and reconcile closing market risk positions
- Produce, review and analyse IPV, Reserves and Fair Value Adjustments
- A degree in Accounting, Finance, Economics, or a quantitative discipline including Mathematics, Science, Computer Science, and Engineering or Financial Engineering
- Strong understanding of Credit Derivatives
- Strong technical skills including VBA, Python, SQL
- Knowledge of XVAs
- Strong communication skills and the ability to interact with a demanding Front-Office client base.
Please apply with resume in Word format.
For more opportunities, please go to www.fpinc.ca
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