1. Responsibility for the independent valuation at month-end of all assets and liabilities using multiple external vendor services pricing.
2. Providing timely information to the relevant product controller on the impacts to their books.
3. Conducting reviews of significant deals.
4. Calculation and analysis of reserves.
5. Analysis of model deficiencies.
6. Production of monthly pack which clearly states the over or undervaluation as compared to front office.
7. Review and implement Independent Pricing methodologies.
8. Ensure derivatives trades are marked to fair value.
9. Identify pricing issues for complex derivative trades.
10. Establish best practice valuation techniques.
11. Ensure a robust and optimized Prudential Valuation Framework.
- Educated to degree level; preferably with a Finance / Business OR Financial Engineering background OR Masters degree in a quantitative subject.
- Strong IT skills. In particular Excel, VBA, SQL and functional programming.
- Experience of Global Markets treasury products (covering All Global Markets products)
- Ability to work under constant pressure to tight deadlines and deliver high quality output.
- Excellent interpersonal skills, with the ability to communicate at all levels both written (report and guideline writing) and verbally.
- Analytical and challenging mindset
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