Central Reporting Controller – CVA/DVA recruitment
This is a 3 month contract with responsibilities including:
- Preparation of documents that provides guidance and overview of the process for CVA reporting
- Compilation of global results and preparation of monthly report summarising the results including an analytical review and commentaries
- Reconciliation of CVA by methodology type and business area and reconciliation of gross exposures and offsets to the ledger
- Documentation of the ownership of static data in respective calculation engines and confirmation of the accuracy/completeness/consistency/timeliness of data updates and cut-off of updates
- Documentation of the sources for gross exposure by location/legal entity and offsets (netting, cash and collateral) with aim to achieve accuracy and completeness of data as well as consistency across sites
To be considered for this role candidates must be qualified accountants (ideally Big 4) with excellent academics. You will have strong Product Valuations Control knowledge with a proven track record of reporting process improvement.
Experience in CVA/DVA reporting, counterparty risk adjustments/mitigation will be advantageous but not essential.
August 12, 2012
• Tags: Accounting & Finance careers in the UK, Central Reporting Controller, CVA, DVA recruitment • Posted in: Financial