VP, MVRM Valuation Control – Valuation Specialist (Leverage Finance – Credit)

Full Time

International Investment Banking Client

Office Status: Hybrid

Responsibilities:

  • Oversight of monthly and intra-month Independent Price Verification (IPV) across multiple asset classes with a focus on complex credit products, leverage finance, and derivatives namely corporate lending and loan products
  • Development of valuation methodologies, model appropriateness, and reserving; independent modelling of transactions may be required. Review and deep-dive analysis of Level 3 (i.e., hard-to-value positions), bespoke, and structured trades
  • Responsible for the valuation control processes for the LDCM business globally including but not limited to valuation, leveling (i.e., Level, 1, 2 and 3), sourcing of market data and back testing, prudent valuation, model calibration, methodology reviews, reporting, observability and analysis of results, respond to relevant regulatory, and audit queries
  • Involvement on the Market Risk side as fully integrated with Valuation function

Qualifications:

  • Math(s), Sciences, Finance, Business, or other relevant degrees preferred. MS or higher education an advantage
  • Post graduate finance related qualification (i.e., CFA or FRM) an advantage
  • Relevant experience of working in a markets investment banking environment either in a valuation, risk management, or front office (i.e., trading\structuring) capacity
  • Understanding and knowledge of complex interest rate products and exotics, a plus
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