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Team Lead at Black Turtle
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AVP - Valuation Methodology - IPV/Market Risk/Model Validation/Quant - BFS (4-10 yrs)
Looking for People from IPV/Market Risk/Model Validation/Quant Background.
Responsibilities
- Define the methodology for IPV and associated Liquidity/Model/Deal Specific Valuation Adjustments (VA) for any given product or risk (including regular methodology reviews and advice on re-calibrations) - knowledge of XVA's are a plus.
- Create the standard process via system or spreadsheet on how to execute the methodology in line with compliance requirements
- Perform reviews and approval of all market data constructions, functions and models used in production to value transactions - Review and Challenge the IPV processes conducted by Business Finance and Control (BFC)
- Review of material new deals and changes to models and market data configurations - Assist with implementation of strategic projects, such as key risk management and system enhancements
- Working closely with Traders, Market Risk Management, Model Risk Management, FO Quants, BFC, senior managers on new product, model development, model sign-off etc.
- Define Fair Value Hierarchy categorization and justification and create the framework of a given product, risk, or portfolio as appropriate
- Define Liquidity (covered/non-covered) and create the framework of a given product, risk, or portfolio as appropriate Mandatory Skills
- Financial Modeling experience or equivalent in Equities
- Derivatives valuation and independent price verification experience in Equities
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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