Rates Product Controller, AVP, base salary up to 15M yen + attractive performanc
International Locations | Permanent
Published 31/05/2008
About Our Client
Our client is engaged primarily in investment banking for corporate and institutional clients, corporate banking and asset management. They have started the business in Japan in the 18th century and have more than 1,400 staff in Japan today. The group offers a wide range of financial products and services to its Japanese and global clients.
Job Description
Rates desk is the trading desk which primarily deals with interest rate derivative product. The Product Control group is responsible for controlling deals executed by the desk by providing risk, p&l and accounting analysis. Because of the reinforcement of business, the person who can establish the process for the bank is required.
- Establish the daily P&L, risk sensitivity reporting process for the interest rate derivatives including exotic instruments.
- Valuation control of the derivatives such as reserving, independent price verification and maintenance of the models.
- Representative of the Rates for New Product Approval and regulatory face off.
- Review and monitoring of control environment in particular liaising closely with smart sourcing location to ensure timely and accurate daily P&L / market risk reporting productions.
- Checking accuracy of trade bookings
- Various projects such as SABR volatility implementation or Risk Weighted Asset analysis tool
The Successful Applicant
- Product Control / Middle Office experience of Interest rate Derivatives area required (3 – 4 years experience).
- Strong Excel skills.
- Quantitative skills.
- Eagerness to learn about products.
What's On Offer
- Exposure to exotic products
- Working closely with the business
- Friendly working environment
- Attractive compensation package: fixed salary up to 15M yen + performance bonus
Apply for this job
Apply online using the form below or phone
Yi-Hsing Hung
on
+ 81 3 5733 7166
quoting jobref
H249090
