Accessibility Links

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.
Similar jobs
Product Manager
  • Job type: Permanent
  • Location: Boston, Massachusetts
  • Salary: Competitive
  • Description Financial Insurance Firm in Boston is looking to bring on a product manager. The ideal candidate is 5+ years of experience in the public markets domain. RESPONSIBILITIES: Provide leadership while
VP of Business Development
  • Job type: Permanent
  • Location: Frankfurt am Main, Hessen
  • Salary: €100000 - €130000 per annum
  • Description Responsibilities of the Vice President of Business Development: Manage a portfolio of new and existing clients in Financial Institutions, Covered Bonds and Corporates across Germany, the Nordic region
Quantitative Model Implementation And Validation AVP/VP
  • Job type: Permanent
  • Location: New York
  • Salary: US$135000 - US$175000 per annum
  • Description Quantitative Model Validation Analyst: Location: New York, NY Salary: Description: An established global Investment Bank is searching for a bright and motivated Quantitative Model Validation Analyst
Corporate Credit VP - Global Leading bank
  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Negotiable
  • Description Key responsibilities: Lead credit analysis for local companies/financial institutes across APAC region Perform credit analysis and review on existing and potential corporate and financial institutes
Options Trader
  • Job type: Permanent
  • Location: Chicago, Illinois
  • Salary: discretionary bonus
  • Description A leading and rapidly growing Proprietary Trading Firm is looking to bring on Experienced Options Traders in the Chicago area. The team is a group of individuals with a proven track record