New York City, NY

Job Type
Contract Full-Time

Pay Rate

Assistant Controller Level 2

Duration: 6 Months

Pay Rate: $51.86

Work Location: 1 New York Plaza, New York, New York 10004


To support Market Risk controllers. looking for 3-4 years experience and required for several quarters (until the end of Q1 2020

Regulatory Backtesting: This team is responsible for executing a daily backtesting process – designed to test the validity of the firms risk models which are used to drive the firms Value at Risk calculations. Backtesting is a regulatory requirement whenever a firm employs a Value at Risk based market risk approach. The process involves analysis and reporting on a comparison between the firms economic trading P&L versus the firms Value at Risk measure. Key clients are the Market Risk Department and Regulatory controllers. An understanding of P&L attribution / prior product control experience is a plus.

Top 3 Skills looking for:
• Good communication and analytical skills
• Intermediate Excel (including pivots and formulae) and general MS Office skills desirable
• A degree in Finance/Accounting/ Mathematics

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