IPV/Valuation Role - Quant/Pricing/Swaptions/FX Models/Interest Rates

- Independent price verification for various cash and derivative products.

- Calculation of various fair value adjustments when required

- Full ownership of the month end valuation production cycle:

- Preparation process from a logistic, process & IT point of view:

- Generation of IPV variances, valuation uncertainty, reserves

- Analysis / commenting of results

- Escalation of valuation issues

- Communicating/reporting IPV results to finance management, trading desks and external stakeholders (auditors, regulators), via the production of the monthly IPV reporting pack and communication in relevant meetings

- Work with peers across PC-Valuation team to help establish best practice guidelines and ensure these guidelines are well-communicated and adhered to.

- Working on creating solutions / improvements to the IPV process. This requires working with the - Change Management- team to enhance specification of technology requirements as well as assisting with testing & managing new releases.

- Strong organisational skills and structured management approach, supporting timely delivery of complex meeting material that includes input from across the global Valuations team.

- Strong communication skills including the ability to distill complex issues into an easy to digest summary for senior management.

- Understanding of fundamental accounting principles related to valuations.

- Good understanding of Microsoft Office products.