AVP Senior Finance Analyst, Complex IR Options
Leading US Bank requires a control focused AVP to work within CFO office in a role that involves oversight of the PL process, commentary and substantiation, price verification, balance sheet oversight, quarterly disclosures and adherence to CFO policies.
We are looking for someone who is good FS product experience who familiar with derivative IPV processes (regardless of asset class) who is now looking for a greater technical challenge.
Duties and responsibilities to include:
· Calculation and review of valuation adjustments and reserves including methodologies and policies.
· Liaison with other areas (Middle Office, Client Services, Documentation, Business Managers etc) on issues impacting the desk and Finance.
· Substantiation of risk based explanations for PL movements along with PL analysis and commentary referencing external market data.
· Ad hoc projects e.g. PV process enhancements, system development and query resolution, FX will be the first business within the bank to move onto the new Quartz platform, you will need to be active in projects to ensure it successfully delivers for finance in terms of control and insight.
· Support and advice to the Business on balance sheet, funding, collateral and capital requirements.
· Quarterly disclosures for US GAAP reporting.
· Price verification (PV) of both inputs and outputs used in trading models both intra month and at end of month, development of the existing processes will be a key opportunities to grow product knowledge and prove oneself.
· Discussion of PV variances with the Front Office and consideration of appropriateness of traders marks in context of the relevant markets.
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