Valuation Control Specialist
hace 7 días
As a Senior Associate in our Commodities team, you will play a critical role in ensuring the accurate valuation of our risk portfolios. This involves setting independent pricing and valuation adjustments policies, executing and generating results, and working closely with Trading to remediate and prevent issues on an ongoing basis.
The Valuation Control Group (VCG) is responsible for identifying and controlling potential valuation risk concentrations, uncertainty in pricing inputs, and valuation model uncertainty. You will work closely with Traders, CFOs, Market Risk, Product Control, Model Governance, and Quantitative Research to ensure a complete understanding of business issues and the accurate execution of valuation policy.
Your responsibilities will include:
- Responsible for all aspects of the valuation control framework for the Commodities desk
- Implement new tools to enhance control efficiency and contribute to methodology enhancements
- Partner with Quantitative Research and Model Review Groups to assess limitations in trading models and implement compensating controls and model limitation adjustments
We are looking for someone with a strong analytical ability, keen interest in financial markets, and a willingness to contribute as part of a high-performing team. Commodities markets and products experience is preferred, but not required.
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