Equity Derivative P&L Attribution-Regulatory-NYC recruitment
An elite Investment Bank is looking for an experienced product controller to join its attribution team here in NYC. With new regulatory change and requirements, the group is seeking someone from a regulatory, audit, or bank examination background to assist with pl and risk reporting for the equity derivative business.
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
- Daily interaction with external regulators and active management of regulatory initiatives
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
-Audit or regulatory exposure in a previous role