Leading International Bank in London are looking to recruit an AVP Product controller to join the Fixed Income team
Leading International Bank in London are looking to recruit an AVP Product controller to join the Fixed Income team. Candidate will be required to work on both Valuation control as well as daily P&L production. Role 12 Month Fixed term contract to cover maternity.
- Product familiarity in Fixed Income (predominantly rates - bonds, futures, IRS, currency, Swaptions and non-vanilla IRS)
- Accounting knowledge relevant to bond and swap MTM accounting - must have awareness of balance sheet and non-P&L accounting
- Experience with Murex preferred
- Daily P&L production and balance sheet control
- Regular IPV of Fixed I products to combination of broker quotes and Totem
- Understanding of XVA
- Good grasp of basic NPV principals like curve based pricing and collateral based discounting
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.
BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.