Valuation Control - Rates and FX Methodology

  • GBP450 - GBP550 per day
  • Londres, Angleterre, Royaume-Uni
  • Intérim, Plein-temps
  • Randstad Financial & Professional
  • 30 nov. 17 2017-11-30

Pricing and Valuation Control for the Finance team within Global Banking and Markets division

​Role overview
* Description: Pricing and Valuation Control for the Finance team within Global Banking and Markets division.
* Decision-Making Authority: Independently decide on the assessment of market value, fair value hierarchy, and valuation adjustments for the exposure across the products/asset classes of specialization.
* Who do they interact/partner with: The role entails regular interactions with traders and desk analysts, market risk management, and other teams within the CFO organization: global valuation, capital team, stress testing.
Key responsibilities

* Describe key responsibilities and accountabilities
* Conduct pricing and valuation on credit portfolio
* Build and/or maintain spreadsheets to independently value complex credit derivatives
* Collaboration with rates/FX finance teams to aid in valuation control efforts
* Discuss with traders and managers on pricing of a position and resolve pricing discrepancies
* Present the pricing result to senior manager and auditors
* Management reporting and analysis
* How much direction from management is needed: Periodic reviews. High level of involvement whenever items are escalated.
* Work deliverables or outputs
* Price Testing variances and outliers and the plan to mitigate them, Fair Value Hierarchy classification levels, Valuation Adjustments. Dynamic management of methodologies, procedures and framework

Required Credentials/Skills
* Bachelor Degree required
* Strong Financial analytics and Enterprise valuations experience
* 4-7 years financial industry/banking experience
* Advanced experience/skills with Excel and complex spreadsheets
* Candidate must be able to work both independently and as team member
* Ability to interact with auditors and assist management in regulatory matters
* Strong communication and presentation skills
* Strong problem solving and analytical abilities (Excel)
* Understand company debt and derivative valuation methodology
* Skills and competencies
* Desired Credentials/Skills
* Masters Degree preferred
* Global Markets experience
* Experience with Bloomberg
* Control focused, analytical, team oriented, comfortable with complex products
* CFA is a plus
* Prior experience as an underwriter, credit analyst or desk analyst
* Knowledge of Emerging Markets a plus
* Advanced knowledge of Valuation of complex derivatives and corporate debt/loans valuation
* Top Required Skills
* Understanding of derivative and debt/loan valuation
* Control mindset
* Strong communication - oral and written​

Personal Attributes:

Associated Benefits:

Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003