Категории вакансий


Accountant for derivatives and REPO transactions

Компания Investment bank

Место работы Москва

22.12.15

MAIN RESPONSIBILITIES:

Accounting and reporting for Derivative financial instruments in IFRS and RAS: Control over accounting rules setup in trading sub ledger for different type of DFI products traded on Stock exchanges and OTC;

Ownership of accounting postings for DFI live cycle: initial recognition, revaluation, expiration, position termination, P&L recognition, settlements, collateral transfers, and associated costs;

Reconciliation of accounted DFI positions, variation margins, settlements, due balances and P&L to trading system, back office applications, client statements;

Substantiation of accounting DFI positions to external statements delivered by international brokers and Stock exchanges;

Independent evaluation of derivative products;

Control over DFI intergroup transactions accounting, preparation of DFI disclosure notes for standalone companies and group consolidated financial statement. Preparation of DFI disclosure notes to support regulatory reporting in different jurisdiction. Delivery ad hock reports in responsibility area;

Participation in external audit procedures, new business development process;

Accounting and reporting for REPO financing transactions in IFRS and RAS: Control over accounting rules setup in trading sub ledger for REPO and revers-REPO trades;

Control over correctness and timelines of accounting postings for REPO trade live cycle: initial recognition, margin calls, principal and interest repayment, settlements, collateral valuation;

Reconciliation of accounting REPO positions and accrued interest to trading system (Murex), back office applications (Calypso), external statements;

Control over REPO intergroup transactions accounting, preparation of REPO disclosure notes for standalone companies and group consolidated financial statement, preparation of REPO disclosure notes to support regulatory reporting in different jurisdiction.

QUALIFICATIONS:

Knowledge of IAS 32, IAS 39, IFRS7, IFRS 9;

Understanding of derivative mathematics;

Fluent English;

Business correspondence skills;

Computer literacy;

Proficiency in MS Office. Strong Excel knowledge;

Strong mathematical skills (essential).