Macro Index Product Controller

Last updated 25 minutes ago
Location:Greater London
Job Type:Full Time

The Macro Index Product Control team within the Global Commodities Group is a team of professionals supporting 10 traders globally. It is a truly multi-asset desk providing exposure to all asset classes; Credit, Bonds, FX, Equities, Commodities. As such, this is an outstanding and rare opportunity.

The trading desk offers various index products varying from vanilla beta indices to algorithmic (smart beta, alpha, momentum etc.) across asset-classes. In addition structured and exotic multi-asset solutions are traded out of this desk.

The successful candidate will have a zest and enthusiasm for learning, and a strong quantitative thinking mindset, combined with interesting and relevant experience (e.g. risk, valuation control, product control).

Key Responsibilities

  • Run Risk and P&L explain for the trading desk, with an emphasis on understanding the story behind the numbers from a commercial and trading standpoint
  • Run Value-at-Risk and Stress, foster working relationships with partners in Market Risk, QR and technology
  • Improve current processes, build option and index explains, automate solutions
  • Ensure regulation complaint operating environment
  • Escalate any control gaps and offer ideas to mitigate these gaps
  • Coordinate with Operations, Tech and Finance through all phases of testing for new models and infrastructure
  • Month end and quarter end management, preparing all relevant information for quarterly filings
  • Client Value and Portfolio Management analysis
  • Heavy interaction with Sales and Trading daily; confidence and communication skills imperative