Valuation Controller - Rates/FX & Credit

- Engineering of independent price testing methodologies for new products and on-going review of existing ones

- Review of valuation methodologies underlying model and liquidity reserves

- Assessment of new model and analytics implementations

- Approval of Front Office marking methodologies and valuation adjustments for product/model combinations

- Approver in the Valuation Model Governance framework, focusing on the appropriateness of market data and its use in the model calibration and valuation adjustment methodologies, as well as on their adequacy to achieve fair value for each product.

- Independent Price Verification (IPV) Quality Assurance - ensuring policies and methodologies are consistently applied across products and regions

- Technical assistance to the IPV and product control teams

- Central execution of complex calibration routines that drive model deficiency valuation adjustments and model input parameter testing globally.

Essential education :

- PhD or M.Sc. in a quantitative discipline, such as mathematics, physics, engineering or other related technical field

- Professional behavior - demonstrating full understanding of professional, ethical and legal standards

Specify :

- Strong Interpersonal skills

- Good team player

- Ability to work well under pressure & ability to work long hours (when required) - Prioritization and organisational skills

- Strong analytical skills

- Business & technical expertise - having other specialized knowledge and skills

Specify :

- Knowledge of Matlab / Scilab, functional C/C++ or other technical programming language is desirable

- Strong knowledge of Excel and VBA

- Managing Valuation Risk.

- Problem Solving Skills.

- Excellent documentation skills are essential.