VP, MVRM Valuation Control – Valuation Specialist (Rates)

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 interest rate products and derivatives namely municipal bonds and muni derivatives
  • You will be required to play a key role within both regional and global valuation organization, by demonstrating a wide range of technical skills and the ability to develop and support our regulatory projects and control framework agenda
  • The role will heavily assist in analyzing day to day Upfront profit/loss recognition of highly complex derivatives and structured credit instruments via our internal toolkits
  • Significant interaction with IPV SMEs, Trading, Quants, IT, EMEA team and other stakeholders to track system or process issues and agree on deliverables for future releases/enhancements
  • The role will also be leading and project managing strategic system migrations within rates and credit business, testing IPV methodologies and implementation of robust automated controls
  • Work alongside Regional IPV Small and Medium Enterprises (SMEs) in managing the Book of Work for Quarterly and Annual disclosures – SOX framework, IFRS-13 (Levelling), Liquidity/Model reserve signoffs, and regular interaction with a wide variety of other functions in Market Risk, Front office, Finance within the wide organization in areas related to complex data feeds and trade booking schemas

Qualifications:

  • Math(s), Sciences, Finance, Business degree. MS or higher education an advantage
  • Post graduate finance related qualification (i.e., CFA or FRM) an advantage
  • Relevant experience of working in a market’s investment banking environment either in a valuation, product control, risk management or front office (i.e. trading\structuring) capacity
  • Familiarity with derivative products, most notably interest rate products
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