Product Control, Valuations, Cross Asset

Role will sit within Product Control and is responsible for valuation, P&L and other controls to ensure the accuracy of the balance sheet valuation

MAIN FUNCTION OF THE JOB

To assist in the calculation of valuation (IPV), prudential valuation (PruVal) and fair value adjustments (FVAs) for the European Rates Trading business

MAIN DUTIES AND RESPONSIBILITIES

- Monthly IPV and PruVal calculations across bonds, IR delta and inflation products
- Monthly FVA calculations for valuation features not captured in the Bank's analytics
- Ad hoc analysis on valuation control issues
- Risk and Control Objective
- Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Operational Risk Framework and internal Banking Policies and Standards.

Person Requirements

Essential

- Degree educated
- Product control experience
- Keen learner, able to pick things up quickly
- Inquisitive mind, ability to understand the detail of the tasks being performed
- Strong analytical skills

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.