Profit Risk Controller - Montréal, Canada - Infotree Global Solutions

Infotree Global Solutions
Infotree Global Solutions
Verified Company
Montréal, Canada

3 weeks ago

Sophia Lee

Posted by:

Sophia Lee

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Description

Job description:


  • Analysis and reporting of daily P&L with detailed Greek breakdown for multiple products including futures, options, equities, variance & correlation swaps, interest rate derivatives and Structured Products
  • Reconciliation of PnL to Front office estimates with detailed Greeks and New deal breakdown
  • Resolution of PV breaks between client/ counterparty settlement amounts and P&L control estimates
  • Substantiation and resolution of Back office ledger vs. P&L systems cash breaks on a daily basis
  • Ensuring the pricing configuration complies with trading strategy and internal controls, collaboration with V&RC and Risk required to enforce consistency
  • Analysis, understanding and commentary on PnL using analytical tools

Minimum Required Qualifications:


  • Bachelor's degree or equivalent required
  • 4 + years of previous experience in P&L Control, Finance, Trade Support, Valuations, Risk, or Front Office environment including 2+ years of P&L Control covering Fixed Income derivatives & hedges (Treasuries, Corporate Bonds, CDS, CDX,IRS, FRAs, Caps/Floors, Swaptions, and FX Products)
  • Strong working knowledge of P&L attributes/Greeks
  • Strong Excel & PC skills with proven ability to work with multiple systems

Preferred Qualifications:


  • Working knowledge of Programming languages such as VBA & Python (strong preference)
  • Graduate degree in Finance, Math or Engineering or other quantitative disciplines
  • Previous experience in Fixed Income P&L
  • Fluency in financial markets with an emphasis on Fixed Income
  • Experience in pricing, valuation or hedging of derivatives

Job Type:
Fixed term contract


Pay:
$40.00-$48.00 per hour


Schedule:

  • 8 hour shift
  • Day shift
  • Monday to Friday

Education:


  • Bachelor's Degree (required)

Experience:

- profit and loss: 4 years (required)

  • Banking/ Finance: 4 years (required)

Work Location:
In person
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