Quant Valuation Specialist - Investment Bank

- Providing technical assistance and support on current market Valuation Issues e.g. CVA, secured and unsecured derivative discounting, valuation risk/uncertainty and Fair Value Hierarchy classifications.

- The team is involved in Model Control, i.e. the review of valuation models from a Finance perspective. As such the team develops calculations for model deficiency and/or model uncertainty fair value adjustments in response to model review findings.

- Governance of reserving and IPV methodologies relating to specific businesses/asset classes as well as for macro valuation items crossing the breadth of portfolio.

- Support for Global IPV teams, developing new or complex IPV and Fair Value Adjustment Methodologies where necessary; ownership and maintenance of the Valuation Policy Framework.

- Ensuring global compliance to policy through a global quality assurance programme.

Excellent academic record including a degree in a numerate subject. A relevant MSc and / or PhD would be useful.

- Certificate in Quantitative Finance or other financial mathematics qualification would be a plus.

- Relevant experience in an Investment Bank working in a relevant control function (product control, IPV, Risk Control) Front Office experience, although less directly relevant, will also be considered.