Job Summary

• Responsible for the independent review, challenge and validation of valuation models and methodologies including, but not limited to, Fair Value Adjustments (FVAs), Prudent Valuation Adjustments (PVAs) and Independent Price Verification (IPV) methodologies.
• Support the enhancement of models and methodologies to ensure ongoing compliance with the accounting standards and with the regulatory requirements, as well as in line with best market practices.
• Perform the role of Subject Matter Experts (SMEs) in the model validation of Qualitative (valuation) models, in line with the firm’s model validation and approval framework, whilst collaborating with Model Risk Management.

Matching Summary

Skills & Requirements

Key Requirements

• Experience in valuation function, market risk management, or pricing model validation
• Experience in a top tier investment bank
• Assistant Vice President level expectations

Work Rights