Structured Rates Valuation Review
The team is responsible for all valuation issues in respect of their product areas, in particular, external price testing, valuation adjustment (reserving) methodologies, and reviews of both the valuation and modeling of significant new complex trades. The candidate will be specifically responsible for the following:
•Managing production and reporting of the monthly mark review to ensure positions are marked correctly in the firm's books and records.
•Gain a full understanding of the products traded by the desk and their marking/valuation adjustment methodologies.
•Perform documented reviews of the modeling and parameter mark review methodologies of significant new transactions for presentation to management.
•Regular contact with Business Unit Controllers on a daily basis and in particular during the month end mark review process.
•Interaction with the Business Unit during the monthly mark review process.
•Project work as required on new systems and functionality enhancements.
•Working with senior managers to improve efficiency by challenging processes and procedures.
Our client is a top tier investment bank requiring a structured rates valuation review - VP based in Canary Wharf
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