VP, Valuation Control – Valuation Specialist (Rates)

Full Time

International 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 interest rate products and derivatives namely municipal bonds and muni derivatives
  • 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 US Core Rates businesses 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
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