Valuation Controller
The team are responsible for all Valuation and PL issues including impairment review for all ABS asset classes.
Specifically this role will involve:
* Perform monthly impairment analysis of RMBS assets (along with evaluating any potential / actual credit losses) plus other assets as required (e.g. ABS CDO)
* Analysis of the impairment results and running relevant stress analysis (roll-forward and accelerated pipeline)
* Perform impairment reviews for New York and Hong Kong ABS portfolios
* Ad hoc impairment reviews as required by management / front office
* Provide documentation on impairment assessment and / or methodologies
* Assistance and oversight of IPV for RMBS assets (where proxy pricing techniques are required)
* Provide independent prices to other regional sites
* Understanding (and documenting) the rationale and relevant accounting treatment of impairments under IFRS
* Development of impairment techniques in line with industry best practise
* Obtain a working knowledge of Intex and other relevant market valuation systems and documenting as appropriate
We are seeking an individual with an excellent track record of experience in a Valuation Control or Product Control role with a particular focus on ABS products. Strong working knowledge of IFRS accounting principles for AFS-accounting and impairment is expected as is a strong understanding of methodologies used in generating expected cash flows for ABS products
Apply below or to find out more about the Valuation Controller - ABS job contact David Sykes on imf@robertwalters.com or call +44(0) 207509 8054 quoting the reference 1894180.
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