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IPV/Valuations Specialist, Credit Derivatives

Eingestellt von Aston Carter

Projektbeschreibung

The ideal candidate will have a strong academic background with a good experience in valuation methodology along with other IPV processes. A solid understanding and knowledge around structured credit and exotic products would be hugely beneficial.

Main responsibilities of the role include:

- Independent price verification, general governance around processes to validate the balance sheet (on a monthly basis), and calculation of certain Fair Value Adjustments
- Reporting results and findings to senior management with suggested actions
- Analysis of reserve methodologies

Other duties to be carried out will include:

- Independent price verification with a core focus on illiquid credit and other parameters associated with an uncollateralised derivative portfolio
- Submission of levels to TOTEM polling service, and analysis of results in order to derive assessment of consistency
- Calculation of Fair Value Adjustment
- Work with peers in other Valuations Control teams to help establish best practice guidelines and ensure they are communicated and adhered to
- Conducting deep dives on products and areas in order to resolve valuation issues
- Own and maintain relationships with relevant traders
- Communicate price testing results to management, trading desks and external stakeholders through production of monthly Price Testing pack

For more information, please send through 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.

Projektdetails

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    Sonstiges

Aston Carter