Identify potential valuation issues in new product approval process and recommend valuation adjustments where appropriate
Formulate and implement new valuation adjustments methodologies
Perform independent price testing
Calculate monthly valuation adjustments to ensure that financial instruments are correctly fair valued in accordance with applicable accounting standards and regulatory requirements
Participate in system testing and regulatory driven initiatives such as CVA
Work closely with product controllers, market risk department and front office to identify and resolve valuation related issues
Requirements
University degree in finance, mathematics or other engineering disciplines is preferred
Strong financial product knowledge
Good understanding of common valuation techniques, market data inputs and pricing models
Team player
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