Job Title:  VP for Fixed Income Derivatives Product Control

• Generate and review the daily trading P/l for the Options book through risk attributes and sensitivities.
• Reconcile the monthly trading P/l to the general ledger and management systems.
• Liaison with the trading desk, Risk Management, Operations and other areas of the financial division
• Perform price verification of positions within the Fixed Income Derivatives business
• Write P/l commentaries
• Reconcile daily trading activity between front office and back office support systems
• Calculate reserves/pricing adjustments
• Other reporting functions – balance sheet, intercompany reconciliations, quarterly regulatory reporting, FAS157 & FAS159 reporting
• Ad hoc projects

• Degree in Accounting or Finance
• 4-6 years of experience with strong derivative products knowledge. 
• Strong knowledge of accounting policies/standards affecting derivatives is a plus.
• Strong interpersonal, written and verbal communications skills
• Comfortable dealing with traders and senior management
• Strong PC software and systems skills, Excel, Access experience in particular
• Ability to work effectively under pressure in a rapidly changing environment
• Ability to manage multiple tasks and meet assigned deadlines
• Organized and detail oriented
• Motivated and a quick learner