Equity Derivative P&L Attribution-Regulatory-NYC (1342973) New York, New York
| Salary: | USD90000 - USD150000 per annum |
An elite Investment Bank is looking for an experienced product controller to join its attribution team here in NYC. With new regulatory change and requirements, the group is seeking someone from a regulatory, audit, or bank examination background to assist with p&l and risk reporting for the equity derivative business.
Main Responsibilities Include:
-In depth P&L analysis through the derivative greeks (delta,vega, gamma, theta)
-Review of daily P&L and attribution figures to ensure they are within set tolerances. Investigate and escalate any instances where books/businesses breach tolerance.
-Work with the risk team to improve the quality of missing or inaccurate market risk.
- Provide input in the design and implementation of new Strategic Valuation and Risk systems.
- Assist in the roll-out of attribution tools to P&L books
-Ad-hoc analysis and daily interaction with sales, trading and risk management
- Daily interaction with external regulators and active management of regulatory initiatives
Minimum Responsibilities Include:
-Bachelors in Accounting, Finance, Mathematics, or Statistics
-Extensive understand of pnl, pnl drivers and pnl attribution
-Proficient with derivative greeks
-Strong understanding of derivative products
-Audit or regulatory exposure in a previous role
Main Responsibilities Include:
-In depth P&L analysis through the derivative greeks (delta,vega, gamma, theta)
-Review of daily P&L and attribution figures to ensure they are within set tolerances. Investigate and escalate any instances where books/businesses breach tolerance.
-Work with the risk team to improve the quality of missing or inaccurate market risk.
- Provide input in the design and implementation of new Strategic Valuation and Risk systems.
- Assist in the roll-out of attribution tools to P&L books
-Ad-hoc analysis and daily interaction with sales, trading and risk management
- Daily interaction with external regulators and active management of regulatory initiatives
Minimum Responsibilities Include:
-Bachelors in Accounting, Finance, Mathematics, or Statistics
-Extensive understand of pnl, pnl drivers and pnl attribution
-Proficient with derivative greeks
-Strong understanding of derivative products
-Audit or regulatory exposure in a previous role