Experience in valuation control or related function
Ability to manage own workload proactively
This role is pivotal in designing and enhancing quantitative and qualitative models that underpin Fair Value Adjustments, Prudent Valuation Adjustments, and Independent Price Verification methodologies
Job Summary
This role is pivotal in designing and enhancing quantitative and qualitative models that underpin Fair Value Adjustments, Prudent Valuation Adjustments, and Independent Price Verification methodologies.
The successful candidate will contribute to setting strategy, driving requirements, and making recommendations for change while managing risks through assessment in support of the control and governance agenda.
As a Vice President within the newly established Valuation Control Model Development team, you will ensure compliance with regulatory standards and alignment with best market practices across cross-asset classes.
Matching Summary
This role is pivotal in designing and enhancing quantitative and qualitative models that underpin Fair Value Adjustments, Prudent Valuation Adjustments, and Independent Price Verification methodologies.
Skills & Requirements
Must-have
Understanding of model governance requirements
Experience in valuation control or related function
Ability to manage own workload proactively
Background in developing or validating models
Financial product knowledge
Nice-to-have
Knowledge of programming languages Python VBA R C++
Experience supporting regulatory and audit challenges
Project management and collaboration skills
Ability to engage with traders and front office quants
Strong influencing and negotiating skills
Key Requirements
Experience in valuation control within top-tier investment bank