Valuations Risk Manager

  • competitive
  • 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.

Responsibilities:

  • 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

Experience:

  • 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.