Financial Services Client
Office Status: Hybrid
Salary: $150,000 – $170,000
- Manage the team responsible for daily trading and clean p&l validation, explanation, and reporting. Clean p&l is used for Value-at-risk (VaR) backtesting under the capital rules applicable to Bank Holding Companies per the Federal Reserve, Swap Dealers per the Commodity Futures Trading Commission, and Fundamental Review of the Trading Book per the Basel Committee on Banking Supervision.
- Lead the independent price verification of securities and derivatives, including inflation-linked swaps, total return swaps, interest rate options (caps, floors, swaptions), credit derivatives, and fx options across G10 and Emerging Market (EM) currencies.
- Assist with transformation efforts to modernize the company’s financial infrastructure.
- Monitor trading activity for ad-hoc valuations and trade reserves.
- Document policies and procedures.