Monday, September 21, 2009

Options Product Control - IR Derivatives (International Investment)

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Description About our client
Global bank with multiple

Job description
URGENT: Temp to hire, senior options product controller with a focus on fixed income, greeks risk reporting, and interest rate derivatives specifically.

Additional responsibilities:

•Deliver accurate and timely daily P&L and Greeks risk reporting, for Fixed Income and Vanilla Interest Rate Derivatives portfolios
•Ensure accurate and timely P&L and risk reporting for a number of Non-Linear Fixed Income portfolios.
•Facilitate traders? and managers? understanding of the same.
•Facilitate growth of the firm?s Non-Linear product businesses in a controller capacity, including ad hoc analyses, model/market implementation, relevant price-testing and reserving.
•Responsibility for downstream processes, including accounting, position reporting, and other control functions.
•Control and understand portfolios of Non-Linear Fixed Income products and their hedges, in a fast-paced, complex, and high volume business.
•The primary product focus will be Interest Rate Derivatives; Caps/

What's on offer

Open based on experience, 3 months tempt to hire
Requirements Who we are looking for
•Financial or quantitative undergraduate or post graduate degree.
•3-5 years experience, with significant exposure to management and traders.
•Product and market fluency.
•Firm understanding of accounting principles

For further information please forward a detailed resume along with current salary, in strict confidence by applying on Michael Page Website

Apply for Job Here

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