Corporate Valuations
This role sits within the Credit valuation team which is part of the wider finance group, it's responsible for handling valuation related issues arisen from the firms trading portfolio. The area interacts with front office and risk management areas on valuation issues for existing / new trades and model-related issues.
The role is at the VP level with the team being flexible as to the specific leveling. They are focused more on bringing in someone with the correct technical skill-set and personality.
The role will entail the following daily duties;
- Independent price verification, model calibration and the calculation of model reserves.
Dealing with key stakeholders i.e. front office, risk management and quantitative departments on valuation and modelling issues.
- Valuations to consensus, exchange, broker, or other data of pricing inputs and/or model outputs for exotic derivative products.
- Detailed review of models from a pricing perspective to provide approval as part of the model validation process
- Interaction with risk management and quantitative departments on all valuation and modelling issues.
- Discussion of valuations results, fair value and model reserves, general modelling issues / uncertainties with front office and reporting on suitability for specific products / markets
- Daily involvement with all new projects and business analysis projects that are on-going
Key Skills / qualifications
- Understanding of Corporate banking - Loans and Illiquid Credit is essential.
- Strong product and market knowledge in relation to Corporate banking and related valuation / risk management
- MSc/ACA/CFA/CQF
- Excellent IT skills (preferred exposure to some of VBA, C++, SQL, Python, other...)
The team is expanding aggressively and will offer the relevant individual excellent career progression as well as a market leading remuneration package.
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