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VP, Derivatives Product Control

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 210593
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 21/07/2017
VP, Derivatives Product Control

Top tier investment bank currently looking for an experienced product controller who will be responsible for daily valuation, p&l and risk analysis and reporting across OTC derivatives, rates, fx swaps, options, exotics, treasury bonds, futures, commodities. The role will also involve VaR calculation, stress testing, SOX testing, valuation simulations and other analytical functions.

  • Testing of derivatives pricing models and other portfolio models
  • Daily valuation of derivatives portfolio and accurate production and reporting of greeks and p&l to front office and senior management
  • Analysis and explanation of the daily balance sheet, p&l preparation and reporting
  • Month-end close responsibilities, including General Ledger substantiation
  • Participation in SOX testing in conjunction with auditors
  • Performing test cycles for system upgrades and change initiatives
  • Involvement in quarterly disclosure preparation and review process
  • Work closely with various internal departments to resolve issues
  • Ad-hoc special projects as required
  • At least a Bachelor’s degree in Finance, Accounting or a related field
  • Advanced degree or certification preferred
  • 5+ years in a product control-related function, with strong hands-on experience with p&l
  • Experience with OTC derivatives, cross-asset knowledge highly preferred
  • Excellent communication and organizational skills
  • Proficient in Excel and other Microsoft Office applications
Apply Now.
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