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.
• We are looking for an exceptional candidate who has experience in the above-mentioned areas, obtained ideally in a valuation function, market risk management function, pricing model validation function or on a trading role in a top tier investment bank.

Matching Summary

Skills & Requirements

Key Requirements

• Assistant Vice President level experience
• Experience in valuation function
• Experience in market risk management
• Experience in pricing model validation
• Experience on a trading role
• Python programming experience
• C++ programming experience
• Artificial Intelligence experience

Work Rights