AVP, Commodities Valuations recruitment
Reporting to the Head of Exotic Commodities IPV, you will be heavily involved in driving improvements to processes by working with Valuations to establish best practice and working with controllers to ensure this best practice is implemented and followed.
You will face off directly to Commodities product controllers, Senior Management in Front Office and Finance, and these interactions will cover the range of daily, weekly and monthly reporting communications as well as project work and ad hoc queries.
Key responsibilities include:
• Independent price verification, model calibration and the calculation of model reserves
• Reporting results and conclusions to senior management with recommended actions
• Liaising with Quantitative Analytics, Market Risk and Model Validation as part of the trade approval process
• Analysis of valuation models as part of the price verification process
• Oversight and analysis of reserve methodologies and oversight of product observability review processes
You will have proven experience working in a Product Control or Valuations environment. A strong analytical skillset, and expose to Exotic products in essential.