Valuation Control
Generic Skills:
- Degree in finance, economics, mathematics
- Good understanding of financial products and knowledge about specific asset classes equities, derivatives, fixed income products, structured derivatives, Rates products
- Understanding of valuation concepts, accounting knowledge, analytical and quantitative aptitude
- Strong verbal and written communications skills
- Understanding and working knowledge to Perform Independent Price Verification /benchmark process, calculation of fair value adjustments, fair value hierarchy levelling and month end reporting process
- Controllership mind set with good understanding of valuation control framework
- 8+ years of relevant experience
- Excellent communication and writing skills required
- Superior Excel and Decision making skills
- Self-directed and hands-on, able to work with minimal supervision
Key Skills :
1. IPV (Independent price verification)
2. Bid/Ask price
3. Pricing hierarchy
4. Back testing
5. Reserves - Bid offer, correlation
6. Proxy testing
7. Parameter testing - Curve calibration
8. Pru Vals if its for EMEA
9. Totem Consensus
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