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Senior Analyst, Public Markets Middle Office (12-Month Contract) - Jobs in Toronto

Job LocationToronto
EducationNot Mentioned
SalaryNot Mentioned
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypeContract

Job Description

Job DescriptionThe Public Markets Middle Office P amp;L group is accountable for ensuring all derivative based strategies are executed in an effective and efficient manner, from trade execution to maturity. The group is cross-asset and provides support for a range of products including variance swaps, FX swaps, volatility swaps, credit default swaps, interest rate swaps, total return swaps, SCDO, various OTC options/swaptions and structured finance instruments such as CLO, RMBS, ABS etc.The Senior Analyst in Public Markets Middle Office P amp;L will be expected to provide quality trade support for current and future trading activity.This support will focus profit and loss calculations and valuation but will further consist of reviewing trade capture for all OTC asset classes, risk reports, confirmations, settlement activity and the resulting accounting entries for accuracy and completeness.The position will require strong interpersonal and relationship skills with various investment professionals and custodians to ensure all components of the derivative life cycle are complete and accurate. The ideal candidate for this exceptional career opportunity is a self starter who possesses superior analytical skills and enjoys working in a fast-paced environment.This is a 12-month contract role.Role-Specific Accountabilities:Ensures Financial Information is complete and accurate by:

  • Maintains an excellent knowledge of OTC derivative products
  • Reviews trade capture and valuation to ensure all events and risk associated with a transaction are captured and valued in line with agreed upon standards.
  • Contributes to developing a robust operating model, built on best practices, for OTC derivatives
  • Ensures transactions are properly reflected to allow for integrity of the data captured
  • Reviews front office profit and loss calculations as well as position calculations with those output from the general ledger reports
  • Provides commentary on drivers of daily profitamp; loss movements
  • Assists to reconcile the monthly P amp;L to the general ledger for all desks within the group
  • Provides information and analysis to other areas of the firm such as Performance Management, Corporate Finance, Investment Risk and Treasury regarding risk/positions, fair value calculations, and profitamp; loss
  • Identifies, implements and maintains internal controls with a view to mitigate operational and financial risk.
Assists with the implementation of new trading activities by:
  • Provides support and building relationships with our business partners
  • Participates in projects to continuously improve derivative processing at CPP Investments
  • Acts in accordance with CPP Investment #39; policies and guidelines
Leadership
  • Develops strong relationships with multiple partners across CPP Investments and aligns the objectives of the Derivative Products team with the evolving needs of those stakeholders. This requires strong lateral thinking, coupled with influencing and leadership capabilities

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