AVP-Credit Solutions P&L Attribution-NYC

An elite Investment Bank is looking for an experienced product controller to join its attribution team here in NYC. This is a very unique opportunity as the groups production team is offshored and this position is completely devoted to pnl attribution/drivers and risk analytics, facing off with the trading desk on a daily basis.

Main Responsibilities Include:

-In depth PL analysis through the derivative greeks (delta,vega, gamma, theta)
-Review of daily PL 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 PL books
-Ad-hoc analysis and daily interaction with sales, trading and risk management

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 (CDS, IRS, FX, Loans)