Job Purpose:
- The primary function is reporting the daily P&L to traders and senior management
- In addition to the production of the daily P&L, the role will include the Financial and Control elements, as well as working on projects within the Product Control space.
Your Responsibilities:
- Substantiating and reporting by Greek attribute ie Delta, Gamma, Vega. Mark To Theoretical (MTM) P&L on a daily basis, adjusting price and position breaks where appropriate
- Greek attribution reporting and P&L recs
- Substantiation of exceptions between Balance sheet / GL and Front Office systems
- Month end FX trade in/out management
- Involvement in projects and process improvements specifically around P&L and risk reporting, product development and pricing.
- Provide accurate and timely equities portfolios market risk analysis
- Enhance reporting processes through self-generated methods
- Work with Market Risk to ensure portfolio risk is correctly reflected in VaR
- Monitor exceptions in derivatives pricing and reflection of these in Greeks, stress scenario generation, and limits reporting
- Generate and analyze VAR for various Equity Derivatives desks
- Generate risk reports and investigate risk reporting related queries.
Skills and Qualifications:
- Cash and Derivatives product knowledge, preferably with Equities specific experience
- Good knowledge of accounting, preferably within the Banking industry.
- Proactive approach to problem solving and ability to identify and drive though change
- Strong analytical skills and attention to detail including a strong control focus
- Excellent communication skills and ability to develop strong working relationships
- Intermediate Excel skills as a minimum.
Source: for more information click here.
