AVP Structured Credit Valuations recruitment
The vacancy falls in the Structured Credit IVC team, which consists of two VPs and an AVP. This specific new position is tailored specifically for handling the Counterparty Risk Trading (CRT) valuation risk. The valuation controls for CRT were historically partly managed by another team. The main responsibilities of this new position are:Independent valuation of all fair value positions in CRTCalculation of fair value adjustments in CRTCommunicating Price Testing results to senior finance management, trading desks and external stakeholders (auditors, regulators), via the production of the monthly Read more […]