INTEREST RATE PRODUCT CONTROL HF

Job description

Entreprise : HSBC
The role for which we are looking to recruit combines line processing with execution of business driven projects. The main responsibilities of the role are as follows:
- Daily preparation and analysis of P&L, reconciliation with the traders, reconciliation to the ledger and P&L signoff by the trader.
- Research and resolve P&L discrepancies between Front Office and Finance which will include working with Operations, the Trading Desk, IT, Financial Reporting, and Market Risk Control.
- Fair Value Adjustment calculations including bid-offer, credit intermediation, and model reserves.
- Price testing of positions marked by the Front Office.
- Preparation of daily and monthly commentary on the result of the businesses covered.
- Off Market Rate Checking and Permitted Instrument Monitoring.
- Ad hoc requests from PC management and the trading desk.
Applicant should demonstrate analytical thinking, problem solving skills, and a commitment to quality customer service. They should be able to work independently and manage their time effectively while at the same time know when issues need to be escalated. Finally, we are looking for a team player, who will work within the Rates and the wider PC team to promote effective controls.
They should have experience in most of the following areas:
- Fixed income product valuation – mainly interest rate derivatives and US Government bonds.
- Understanding of risk based Greeks (delta, gamma, vega, etc.).
- Curve construction – calculation of zero and forward rates.
- Summit, Impact, and Bloomberg familiarity.
- Excel, ideally at Macro/VB level.
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