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Position Purpose: This position will supervise the P&L decomposition and P&L explain for the Global Arbitrage trading, AAG and Muni Gics business. The position requires a professional who is able to work closely with product controllers, valuations, risk and the front offfice. The individual is expected to lead both tactical and strategic solutions which will produce meaningful decomposition and P&L explain.
Key Accountabilities: * Lead a tactical project plan with key input to longer term solutions designed to produce P&L decomposition for Agency, Non Agency mortgage desk, and Muni Gics * Lead the Sophis decomposition project via identifying issues, proposing solutions and operationalizing the production of decomp with the system which primarily contains Equity Derivative products. * Reconciliation,reporting and verification of accuracy of P/L decomposition reports. * Team player who can work within global guidelines to establish unexplained thresholds and variance explanation
Job Requirements: (Knowledge/ Experience): Experienced professional in Capital Markets product control environments with excellent technical understanding of capital market products. Strong analytical and problem solving skills, specifically P/L decomp. Strong knowledge of Fixed Income products(MBS, Muni's) and Equity Products is required. Professional must have advanced excel and or vba skills.
Required: * Strong understanding of the greeks. * Experience with PL decomposition reporting and analysis
Required: * 2-8 years industry experience; Bachelor Degree in Accounting/Finance.
Preferred: * MBA Finance
Required Skills/ Competencies/ Attributes: See Above
Education: BA/BS
Required Accreditation(s):
Special Conditions: N/A
Diversity: Diversity in the workplace, one of our shared values, lies at the heart of our rewarding, open, supportive and inclusive work environment. We respect and respond to the many competing and evolving priorities in our lives so you can focus on what you can do best - put clients first.
EOE/M/F/D/V
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