Valuation Control recruitment
Job Description The Valuation Control – Methodology Group (VC-M) is part of the Valuation Control team, which has over 30 people. VC-M’s main duties include formulation of valuation adjustment policies, providing guidance on price testing methodologies and their implementation, formulation of model reserve policies, assistance with model calibration and determining model appropriateness across asset classes. Key Roles Responsibilities – To implement model reserve methodologies to address any model limitations that are highlighted in these memos. – Develop and review calibration methodologies. Read more […]
Senior Analyst – Valuation Control recruitment
The main function of this role will be to independently assess the valuation of ALL assets and liabilities within the respective Global Markets business. Additional responsibilities would be the calculation and assessment of market and model reserves in light of known model deficiencies.Key Roles Responsibilities1. Responsible for the independent valuation at month-end of all assets and liabilities using multiple external vendor services pricing. Provide 100% balance sheet coverage.2. Providing timely information to the relevant product controller on the impacts to their books.3. Calculation Read more […]