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.
• Drive consistency across asset classes in what regards the validity and appropriateness of models, methodologies and their associated documentation.
• We are looking for an exceptional candidate who brings a strong blend of technical expertise and extensive 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

• Subject Matter Experts (SMEs)
• experience in valuation function
• market risk management function
• pricing model validation function
• trading role
• direct involvement in development and/or validation of valuation models/methodologies

Work Rights