Valuations Risk Manager
- London, England, United Kingdom
- Permanent, Full time
- BSM Group
- 22 Feb 18 2018-02-22
Our client is looking to hire a Valuation Risk Manager, sitting within Market Risk. You will be responsible for independent price verification (IPV) and prudent valuation.
- Monthly price testing of fair valued portfolios and market data inputs used for Fair Value Adjustments
- Calculation of prudent valuation adjustments and attribution of capital usage
- Ownership of control-improvement directives issued by audit or regulators
- Involvement and personal responsibility for on-going projects including delivery of actions owned by the Valuation Risk Group
- Good Excel and SQL skills to deal with the challenges of a changing environment
- Previous IPV experience along with excellent product knowledge in at least one derivative asset class
For further information, please submit a copy of your CV below for a confidential conversation.