Mvrm Valuation Risk Manager – Credit - Vice President
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New York, NY, USA
Base: $125,000 to $198,000; bonus/equity: not spec...
Hybrid
Independent price verification (ipv)
Valuation control framework
Credit products and derivatives
As a Valuation Risk Manager covering Credit, you will ensure the effective risk management focus on Independent Price Verification (IPV) across credit products and derivatives for the Americas region
Job Summary
As a Valuation Risk Manager covering Credit, you will ensure the effective risk management focus on Independent Price Verification (IPV) across credit products and derivatives for the Americas region.
You will develop, implement and maintain valuation control framework and rulebooks for the US Credit business and oversee valuation for Credit area focused on all aspects of valuation.
The role involves daily engagement with Senior Management on valuation topics as well as liaising across the Bank with key stakeholders including Front Office, Risk functions, Quants, IT and Global Heads.
Matching Summary
As a Valuation Risk Manager covering Credit, you will ensure the effective risk management focus on Independent Price Verification (IPV) across credit products and derivatives for the Americas region.
Salary
Base: $125,000 to $198,000; Bonus/Equity: Not specified; Benefits: Not specified
Skills & Requirements
Must-have
Independent Price Verification (IPV)
Valuation control framework
Credit products and derivatives
Methodology review
Fair value reserving
Prudent valuation
Nice-to-have
Integrity and doing the right thing
Collaborative and inclusive environment
Positive attitude and work ethic
Key Requirements
Maths, Sciences, Finance, Engineering, Business degree
Extensive experience in valuation, risk management, front office or product control
Proficient knowledge of credit products and derivatives
Ability to troubleshoot and communicate complex topics