BRM (CVA/FVA) Product Control – AVP

  • Market Rate
  • London, England, United Kingdom
  • Permanent, Full time
  • Maze Executive Search & Selection
  • 14 Aug 17

Leading Investment House looking for an AVP to join their BRM (CVA/FVA) Product Control team.

Responsibilities:

  • Will join the BRM business which manages both CVA and FVA portfolios
  • The candidate will have to liaise with the Traders to reconcile any differences or discrepancies and also be confident in dealing with Risk Management, Operations and Legal departments to resolve issues.
  • The candidate will be expected to take ownership of month-end processes including valuation controls, balance sheet substantiation and reporting to senior trading and finance management.
  • This role will provide a great deal of exposure to senior members of the company and will require excellent communication and presentation skills.
  • Manage the offshore production hub and relationships with senior traders and other stakeholders such as business managers, regulatory reporting, risk management etc.
  • Strong numerical and communication skills, demonstrate control mind-set and take initiative to identify and solve problems.
  • Need to demonstrate confidence in discussing complex issues with senior individuals.

 

Requirements:

  • Detailed understanding of the impact a CSA has on derivative valuation including CVA & FVA.
  • Familiarity with credit, rate and FX derivatives.
  • Strong interest in Financial Markets and Banking.
  • Ability to face off with key business stakeholders.
  • Product control experience and Accounting qualification.
  • Valuations experience preferable.