Senior Valuation Control Specialist

  • Post Date: July 23, 2020
  • Applications 0
  • Views 477
Job Overview
Running the Independent Price Verification (IPV) process monthly, and publishing the results to Management.

Following up with Trading on large IPV variances and discussing mitigating actions.

Maintaining and enhancing the current IPV tools and processes.

Supporting initiatives from the CRO Roadmap (2020-2023).

Driving the implementation of the MRPC Department’ projects from a Product Control side.

Improving integration of Front and Back systems.

Reviewing the IFRS levelling of various deals.

Calculating various valuation and model uncertainty reserves at least monthly.

Assisting on monthly reconciliations with Finance teams.

Ensuring a backup for the P&L process in case of absences.

Leading the new product/trade approvals from a Product Control end by assessing the accuracy of the valuation and the P&L of new products with close collaboration with the Model Validation and Market Risk teams.

MSc, MAS in Economics, Applied Mathematics, Finance, Accounting or equivalent

10 to 15 years of relevant experience within financial institutions in market risk or similar roles

Experience with trading systems (Front Arena and/or Murex) and back office systems (Host)

Good programming and big data handling skills

Proficiency in English is a must (both spoken and written).

Fluency in German is a plus

Ability to work autonomously and independently

Strong communication skills

Ability to deliver quickly and to work under pressure

Job Detail
  • Offerd Salary120,000 CHF
  • Career LevelOthers
  • Experience4 Years
  • GenderBoth
  • INDUSTRYBanking
  • QualificationMaster’s Degree
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