This role involves providing analytical support for Capital Markets Derivative portfolios, including daily mark-to-market valuation, P&L reconciliation, and generating risk/position reports. The manager will also liaise with various internal teams to facilitate trading activities, ensuring accurate and timely financial reporting and analysis for derivative portfolios.
Act as primary point person for Front Office queries and issues, monitoring and completing tasks timely.,Perform daily valuation and analyze MTM movements from new deals, amendments, cancellations, and changes in market factors.,Pro-actively monitor operational, valuation, and risk management issues for assigned trading portfolios.,Prepare position reports for risk monitoring and P&L substantiation.,Inform senior management of irregularities presenting potential firm exposure.,Provide P&L Analysis commentary for large P&L movements for management reporting.,Communicate Daily, MTD, and YTD results to Desk Head, explaining variances between P&L estimates and actuals, and obtaining sign-off.,Ensure daily sign-off is obtained by the Front Office promptly.,Prepare monthly accounting entries to the G/L and conduct reconciliations.,Support Statutory and Regulatory Reporting and Head Office related to the business.,Work closely with the Product Control team, providing guidance and cross-training.,Identify opportunities to improve valuation and risk reports and streamline processes.,Perform daily PNL and Balance Sheet reconciliations.,Maintain solid knowledge of product handling by Front Office systems.,Perform testing of new system update releases.,Provide information for internal and external audit requests.,Develop an understanding of RBC operations and business unit functions.
2+ years of experience in a Capital Markets environment,Excellent MS Excel skills,Very good understanding of derivatives products,Strong analytical, problem-solving, interpersonal and communication skills,Able to work effectively and reliably under pressure,Advanced understanding of procedures and operational controls as they relate to trading systems and workflows,Strong ability to work independently with minimal guidance from manager,Canadian Securities Course (Nice-to-have),Derivative Fundamental Course (Nice-to-have),CFA Candidates or Charter holders (Nice-to-have)
37.5 hours/week
La Banque Royale du Canada est une institution financière mondiale définie par sa raison d'être et guidée par des principes en vue de produire une performance de premier plan. En tant que plus grande banque du Canada, elle offre des services de banque aux particuliers et aux entreprises, de gestion de patrimoine et de marchés des capitaux à plus de 17 millions de clients dans le monde.
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