A leading investment bank is hiring for a technical valuation controller to join their interest rate derivatives in London. This role has been created through internal mobility for a candidate who has moved into a front office position and is an ideal role for a candidate looking for a highly technical position.
Main duties
- Price testing for the fixed income desk, focusing on IR/FX including volatility and Inflation.
- Addressing model limitations through reserve/valuation adjustment calculations.
- Designing and executing price testing methodologies across the suite of Vanilla Rates products.
- Ensuring valuation consistency between exotic-vanilla models.
- Casting a critical eye on the choice of calibration proposed by front office.
- Provide valuation analysis and consolidation of price testing information for finance management and the valuation committee and associated sub committees.
Skills required
- Experience in IPV/valuation control with another leading investment bank.
- Extensive knowledge of interest rates/FX derivatives.
- Strong stakeholder management skills.
The position comes with a strong project focus and it is essential you are able to provide evidence of identifying opportunities and delivering process improvements. This role offers strong career progression including the path to the head of valuation control position or a move directly into the front office.
If you are interested in this role please apply below. For more information or a confidential discussion contact me.
