A leading investment bank is hiring for a technical valuation controller to join their cross asset derivatives valuation methodology team 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 more technical challenge and to gain more product variety within a valuation control role.
Main duties
- Assessing the limitations of production models and assess how to quantify fair value adjustments.
- Report any gaps in model effectiveness to the Head of Models Methodology and suggest improvements and solutions for resolution.
- Key Involvement in implementing new processes and recommending improvements in all price testing model methodologies.
- Key point of contact for the front office for any model related queries.
Skills required
- Extensive experience in IPV/Valuation Control (Ideally a modelling/methodology role) with another leading investment bank.
- Strong mathematical academic background ideally MSc/CFA qualified.
- Extensive knowledge of exotic fixed income derivatives – Ideally exotic interest rate 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 models methodology control positions in the future.
If you are interested in this role please apply below or contact me for more information.
