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Rates Valuation Risk Specialist

London, United Kingdom, £ £ 600.00-700.00 Daily Daily, Temporary

Description:

An excellent opportunity is available with a leading financial institution based in London (City) for a Rates Valuation Risk Specialist for 6 months initially. Valuation Control is a specialist group within Market and Valuations Risk Management and is responsible for the integrity of the fair value of the Bank's trading portfolios. The role will be office based with some flexibility for agile working.

Key Responsibilities:

  • You will oversee, review and critique the valuation control framework in partnership with Risk and methodology specialists

  • As it is a senior role you will be required to demonstrate in-depth knowledge of Rates markets in both cash and derivative products and have a solid understanding of other product groups given the diverse scope of the European Rates desk trading mandate

  • Managing and fostering stakeholder relationships across the region including teams in Mumbai

  • Overseeing and developing valuation, reserve and Prudential Capital methodologies ensuring consistency in application globally
  • Analysing and managing key valuation uncertainty issues through senior management
  • Overseeing, reviewing and critiquing Independent Price Verification results to ensure accurate marking of books on a monthly and daily basis
  • Improving processes and methods including streamlining, automation and off-shoring of existing processes

The Rates Valuation Risk Specialist will be required to demonstrate in-depth knowledge of Rates markets in both cash and derivative products and have a solid understanding of other product groups given the diverse scope of the European Rates desk trading mandate. You will have experience within the Rates valuations group of a large investment bank with an in-depth knowledge of Rates market and the valuation controls. You will have a background in market risk function and/or valuation experience in Equities or Credit would be highly valuable. You will have excellent organisational and communication skills, both written and verbal, with the ability to interact collaboratively with the trading staff, senior management and regulators. You will have ability to devise creative solutions to issues as they arise while maintaining a strategic perspective.

This is an excellent contract opportunity. Please apply now or for further information contact Kayte Short at Robert Walters at

Job Details

1327594528
Not Specified
London, United Kingdom
Temporary
£ £ 600.00-700.00 Daily Daily