Location: New York City
Base Salary: $90,000 to$125,000
Bonus: 30% of base salary
Travel: None

Major broker dealer looking for an Associate Director of SFAS 133 Hedge Accounting and Policy to work in financial reporting and analysis.
Responsibilites include working with the Treasurer's group prospectively qualifying SFAS 133 Hedges, reviewing all Hedge documentation for compliance with corporate policy and SFAS133, setting up initial pricing parameters into Bond pricing model for new debt issues; determine spreadsheet over benchmark rate for hedged item, review Structured Note transactions, determine nature of embedded option and set valuation routine within spreadsheets. You will also work with the policy group in advising business units (traders and investment bankers) on SFAS 133 related derivative issues and participate in managing analysis projects.
Please email resume as a WORD attachment.

Requirements

Capital markets/product exposure-particularly fixed income products and their derivatives in a valuation, risk assessment of policy role. Very strong mathematical skills. CPA or MBA a plus.