Back to search
An Investment Banking client of ours is looking to hire a Valuations Controller (AVP equivalent) within their structured rates team in London.
This is a hybrid role where the expectations are to work three days in the office per week.
Key responsibilities include:
- Play a role in the production and development of methodology for IPVs relating to the Structured Rates business.
- Play a key role in the provision of detailed reports and analysis on IPV/VA results to senior managers, business heads, Valuations and Risk committees, and heads of Product Control, Market Risk and Finance.
- Ensure that existing VA/IPV processes continue to be aligned and keep pace with the business, and regulatory and Accounting Best Practice.
- Implement new or enhance existing valuation methodologies. Work with other stakeholders in driving changes.
- Build effective relationship with Front Office traders and quants, and play a key role with them in order to maintain robust control framework as a result of internal system changes and/or market changes.
- This role is also required to provide subject matter expertise on various valuations related projects and initiatives, as required, including ad hoc management and/or regulatory reviews and new business initiatives.
Key requirements include:
- Technical understanding of derivatives and their valuation, including vanilla and exotic interest rate derivatives. Relevant experience in a Valuations role is an advantage.
- Good understanding of functions and processes such as measurements/monitoring of market risk/counterparty risk, P&L decomposition techniques.
Strong background in mathematics.
- Understanding how to design and maintain a robust control framework.
- Practical high level coding experience.
Inventum is passionate about equity, diversity and inclusion. We seek individuals from thewidest talent pool and encourage diverse and underrepresented talent to apply for vacancies with us. Inventum is committed to ensuring our recruitment processes are fair to all applicants, regardless of background and personal characteristics.
Inventum Group is acting as an Employment Agency in relation to this vacancy.
