Hedging Product Control, Senior Associate

Job description

The objective of the Treasury/Chief Investment Office (TCIO) is to manage the Firm’s consolidated interest rate and FX risk through various investment and hedging strategies. TCIO executes market transactions using a diversified slate, including fixed income, FX and credit products. Risks managed by the TCIO include structural interest rate, mortgages and foreign exchange risk. Products utilized include fixed income securities, mortgage-backed securities, interest rate swaps, and cross currency swaps. The candidate will join Treasury Chief Investment Office’s North America Product Control team whose principal responsibility is oversight and financial reporting of CIO’s hedging activity. The team’s primary focus is ensuring the proper implementation of Derivative Accounting and reporting policies as well as the preparation of related reports and analyses. In addition to providing insight into the function of the Chief Investment Office, the role will provide the candidate with exposure to a range of products including interest rate swaps, cross currency swaps, and various fixed income products. Position Responsibilities: - Preparation & analysis of various daily P&L and position rep...