Valuation Control manages risk and ensures integrity over the valuation of the Bank's trading portfolios through independent price verification and methodology development
Job Summary
Valuation Control manages risk and ensures integrity over the valuation of the Bank's trading portfolios through independent price verification and methodology development.
The AI Valuation Control Specialist role focuses on automating workflows using inhouse AI tools and driving innovation in valuation control processes.
Employees enjoy best in class leave policies, gender neutral parental leave, childcare assistance, sponsorship for certifications, and comprehensive insurance benefits.
Matching Summary
Valuation Control manages risk and ensures integrity over the valuation of the Bank's trading portfolios through independent price verification and methodology development.
Skills & Requirements
Must-have
AI / ML model development
Python programming experience
Automation of workflows
Knowledge of generative AI and LLMs
Valuation and pricing of derivatives
Collaboration with cross-functional teams
Nice-to-have
Curious and self motivated
Strong communication skills
Team player with high attention to detail
Fast learner and problem solver
Agile and iterative development experience
Key Requirements
Relevant degree holder
Programming experience in Python mandatory
Experience with LLM frameworks such as Langchain and AutoGen
Knowledge of pricing and valuation of derivative products