Vice President - Valuations & Risk Methodology - BFS

Your key responsibilities

- The primary function of the role is to have an oversight, review and critique of the valuation control framework working in partnership with Risk function & methodology specialists.

- Being a senior role, the candidate is required to demonstrate in-depth knowledge of Rates markets in both cash and derivative product, and to have solid understanding of other product groups given the diverse scope of the Rates desk trading mandate.

- The candidate is expected to bring well-developed stakeholder management and leadership skills in addition to infrastructural and product technical skill sets and to establish a solid commercial and valuation risk culture in partnership with senior stakeholders.

- Key Stakeholders: Senior Risk, Valuations and Finance Management, Front Office and Regulators.

- Ability to multitask and project management skills is must, ability to handle complex projects and execution oriented

Your skills and experience :

- Ideally the candidate will have several years of experience within the valuation / Market Risk departments of a large investment bank with in-depth knowledge of Rates and Currency markets.

- Specific exposure to IPV, reserving, pricing and modelling aspects of valuation control of trading businesses is preferred.

- Good working knowledge of Excel, VBA and possibly Python, hands-on experience of market data providers including Reuters, Bloomberg, ISMA and Markit

- Good communication skills