Roles & Responsibilities
P&L Reporting
Production of daily and periodic reporting and management information for Global Markets
Monitor and ensure that the P&L is approved by the respective desk on a daily basis
Continually review the MI the unit is producing for correctness, accuracy, automation and efficiency
Develop and implement P&L Attribution process, including P&L impacts from Cancel & Amend trades, Day One P&L, and Greeks.
Work closely with IPV controllers to understand price testing P&L impacts and process relevant valuation adjustments
Review and suggest changes to the daily sell down process. Ensure the MTM and accrual sell down process are performed as per pre –determined frequency