Must have 5 years of progressively responsible experience in the job offered or a related Finance occupation. Must include 5 years of experience in each of the following Assessing Financial products, Accounting standards, market practices, trade and system flows to provide strategic solutions; Utilizing knowledge of capital markets products, including credit derivatives, interest rate swaps, commodities, structured credit, and foreign exchange to facilitate PL and valuation control; Using PL analysis and substantiation to understand drivers for CVA PL and understand the market value changes to material risk factors including the Greeks delta, gamma, etc., volatility, and time decay; Aggregating and analyzing the CVA balances that are reported to the SEC; Pand, Performing the independent price verification and analysis across the CVA portfolio to ensure financial instruments are accounted for at fair value.
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