Senior Manager, Global Fixed Income – XVA Product Control

  • Location: toronto, Ontario
  • Type: Permanent
  • Job #1154

Senior Manager, XVA Product Control

Downtown Toronto

This is an excellent opportunity for an experienced Capital Markets professional with a strong background within Product Control, P&L, and Market Risk to join one of the leading financial institutions in downtown Toronto. Our client is looking for a Senior Manager, XVA Product Control to join their Global Fixed Income team, to utilise quantitative disciplines and analytical modelling techniques to manage and develop the production of P&L to the front office, manage market risk and produce, review and analyse IPV. You will use your strong leadership skills to drive and motivate the team, be responsible for complex components of the Product Control Operations supporting the department with daily financial estimates, accounting and control, and analytics support.

Responsibilities:

  • Produce, report and validate daily P&L through risk based attribution.
  • Ensuring the reconciliation of daily reported P&L is to the Bank’s General Ledger and sub ledgers.
  • Escalate and resolve breaks, substantiating balance sheet accounts are substantiated. Orchestrate and complete the Month-End Close Sign-off and MIS Package.
  • Support the trading desk by provision of P&L and Risk Management and Finance including full decomposition of P&L by risk factors to ensure a clear understanding of the underlying drivers of the P&L
  • Oversight of a wide range of risk measurement models within the XVA space used to assist the trading desk and management in future strategic decisions
  • Utilize risk analytics to confirm and reconcile closing market risk positions
  • Produce, review and analyse IPV, Reserves and Fair Value Adjustments
  • Work with senior stakeholders, risk and trading desks

Requirements:

  • An understanding of capital market products and pricing
  • Experience with P&L construction and risk attribution, capital markets accounting, balance sheet substantiation and IPV process
  • C++ programming and experience with Python (especially numpy, pandas and IPython notebook) would be an asset.
  • Experience in market risk/risk management/risk analytics would be an asset
  • A degree in Accounting, Finance, Economics, or a quantitative discipline including Mathematics, Science, Computer Science, and Engineering or Financial Engineering.
  • A professional accounting designation is preferred. A CFA or FRM will also be an asset.
  • Strong communication skills and the ability to interact with a demanding Front-Office client base.

To Apply:

Please apply with resume in Word format.

For more opportunities, please go to www.fpinc.ca

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