Senior AVP - Valuation

  • Competitive
  • Sydney, New South Wales, Australia
  • Permanent, Full time
  • T+O+M , EA Licence No: 10C4170
  • 11 Oct 17 2017-10-11

Our client, a leading Bank with an APAC HQ base, is currently looking to hire a Senior AVP to join their Valuation Team. The selected candidate will be responsible for developing and supporting all aspects of the XVA process.

Key Responsibilities:

  • This individual will be required to look at valuation adjustments (VAs) from the perspectives of accounting and regulatory standards
  • Valuation review of methodology and Price testing of bank's XVA process
  • Deliver tools and analysis that support effective XVA processes in a timely manner and in accordance with best-practice
  • Critically assess quality of valuation adjustments
  • Provide accurate and insightful analysis on modelling and methodological adjustments
  • Reduce manual processes and implement more robust valuation processes
  • Become a valuations SME - continually analysing gaps in the coverage
  • Ensure any audit issues raised (internal and external) are resolved
  • Ensure there are no compliance breaches and escalate if & when required
  • Produce monthly valuation pack, highlighting valuation issue to the Product Valuation Committee

 

Requirements:

  • Solid academic background with Bachelors or Master’s degree in Business, Mathematics, Financial engineering
  • Approx. 5 -7 years relevant working experience
  • Outstanding analytical and quantitative capabilities required including understanding of financial models
  • Understanding and working experience with Regulatory and Accounting standards
  • Significant written and verbal communication capabilities required

 

If you hold relevant working experience and possess the above mentioned skills please send your CV to grace.tu@tomrecruitment.com