Valuation Adjustments Methodologies Quant

Employer
Vennbridge
Location
UK
Salary
Competitive
Closing date
7 Jul 2021

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Sector
Accountancy
Contract Type
Permanent

Job Details

Role
  • Drive the creation of a reference implementation library and environment for Valuation Adjustments Methodologies, its standards and practices and promote its global usage.
  • Stay alert in exploiting internal technology improvements and exert influence to achieve the best prioritisation for own needs.
  • Establish state-of-art methodology documentation practices and enforce them.
  • Take ownership, maintain, propose and deliver enhancements to the current stock of methodologies to reach more harmonisation and consistency.
  • Drive initiatives to facilitate the data manipulation of methodology inputs
  • Decide and defend methodology choices after discussions with main stakeholders from Trading to Market Risk Officers and justify such choices to external validators.
  • Develop relevant interactions with the valuation Risk Officers, Internal 2nd LoD to gather a large consensus on methodology retained.
  • Stand ready to lead, help and contribute to the tasks of other team members and data analysts.
  • Constantly review the whole set of methodology to define key priorities of improvements.

Candidates
  • Experience in either Market Risk or Front Office or Valuation Methodologies.
  • Quantitative education.
  • Product knowledge (cross-asset or single asset class).
  • English language communications skills.
  • A positive mindset and a "can-do" attitude.

Vennbridge is an recruitment firm in relation to this vacancy. For more information, see www.vennbridge.com.

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