Credit and ABS Product Valuation Controller

The role will look to

- Ensure full coverage in performance of independent price testing across risk for both trading and banking books in Credit and ABS products
- Both improve and develop new reserving and independent pricing methodologies
- Ensure coverage gaps around testing and reserving population is escalated and sized for management
- Explore optimisation of end to end testing and reserve calculation
- Explore the optimisation of the end to end testing and reserve calculation process such that increased review and analysis can be undertaken
- Manage the delivery of input and reference data for performance of control deliverables.
- Maintain clear, effective communication of IPV/Reserving results in the IPV group, Product Control group and the business (including teams abroad).
- Support development and implementation of Prudential Valuation calculations and reporting, taking into consideration EBA and PRA guidance
- Provide SME input for Credit and ABS in facing off to numerous stakeholders., as well as in light of review of New Product approvals

Candidates must

- Be fully qualified accountants with relevant experience in the Financial Services
- Product/Business Unit Control or Valuations experience within FS
- Experience of the full finance function at varying levels
- Strong knowledge of illiquid Cash Credit & ABS products (including mathematical and modelling skills)
- Strong knowledge of product valuation and the models used
- Strong understanding of the financial products, along with commercial context

Candidates are also desired to have

- Good working knowledge of IFRS
- Knowledge of product valuation techniques, as well as end to end P&L and Balance Sheets reporting
- Familiarity with pricing tools (Intex, Bloomberg)

For more information, please send CVs.

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.