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FX/Rates IPV/Valuations (Technical)

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Eximius Finance

2021-12-03 08:58:48

Job location Barkingside, Greater London, United Kingdom

Job type: fulltime

Job industry: I.T. & Communications

Job description

Responsibilities:

  • Challenge monthly FX/Rates valuation results and work with all relevant groups to monitor valuation risks.
  • Advisory position on valuation issues related to new complex transactions
  • Review of approximately booked trades, Overhedges and Significant Transactions
  • Independent review of valuation processes, assessment of potential price testing coverage developments, implementation of tools to enhance controls
  • Collaborate other teams to address model limitations and ensure adequate model governance.
  • Participate as a stakeholder in the early stages of model development and subsequent sign-off.
  • Specific knowledge in Interest Rate and FX markets and derivative products in general including model pricing, market data inputs and risk sensitivities.
  • Knowledge of Valuation Control framework and processes
  • Programming skills - previous exposure to and experience in Excel VBA and Python, ability to contribute to a growing coding library (in Python).

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