AVP – Exotic Rates – Risk & Product Control– Tier 1 Bank
A Tier 1 Investment Bank is looking to hire a senior AVP to join their Rates Exotics Inflation Risk and PnL Group. My Clients Rates Exotics Hybrids business has been consistently ranked in the Top 3 by its peers and competitors. The business can be divided into the following sub-desks:
- European Flow Rates Options
- FX Hybrid
- Multi-Asset Hybrid
- Inflation
In this role you will also be responsible for providing guidance to the team in resolving daily risk and PnL Production issues. You will face off to senior management in the group and relevant business partners (described below) and to generate an independent set of Risk and PnL outputs for a given set of portfolios in a controlled framework, with appropriate communication and escalation of issues as they arise.
You will have:
- Proven banking experience within a Rates Exotics Product Control Environment.
- An understanding of all the key components of the products they have had exposure to, including an appreciation of the risk payoffs of interest rate derivatives and how these interrelate within a Risk-based PnL attribution framework.
- Strong knowledge of Rates Derivatives (both vanilla and exotics) is required. - Ability to work on multiple projects at the same time and multi task effectively. 