The candidate will be responsible for monthly mark reviews for specific trading desks and products. This includes verification of compliance with desk marking methodology and performing an independent mark review assessment, they will also be responsible for verification of the model type and model scope used to value the complex trade. The candidate will work closely with controllers, traders and analytic modeling group to follow up on any questions or issues raised in the code review process. In addition to being responsible for tracking changes made to payoff code or model inputs, the individual will be responsible for reviewing these changes and following up on any issues resulting from these changes. The individual will document and report complex trade metrics monthly. This involves tracking new, expired, outstanding, and reviewed trades.

Requirements include a Bachelor’s Degree in finance, computer science, or a quantitative discipline. Certification and/or advanced degree such as MBA, MS, CFA or CPA preferred. Experience in financial services industry. Possible previous experience: Controller generating daily P&L for a derivatives desk, auditor with derivatives experience, or derivatives risk analyst. Familiarity with derivatives and structured products Understanding and interest in derivative products: booking, valuation, and risk. Capable of understanding and interpreting technical documentation on new products and models. Strong Analytical / Quantitative skills.

For immediate consideration please reference Job# JCK505 and submit resume in Word format to: ian@comprehensiverecruiting.com