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 Read more […]

March 3, 2010 • Tags: , • Posted in: Financial • Comments Off on Equity Derivative P&L Attribution-Regulatory-NYC recruitment