VP – Valuation Control Specialist

Key responsibilities

• Develop an understanding and identification of the key valuation risk areas and establish a valuation risk monitoring framework.
• Liaise with a range of key stakeholders including Trading desks, senior Finance management, Market Risk Management, internal/external audit, and regulators on valuation issues as they arise.
• Review and validate Trading valuation models and assumptions – independent modeling of transactions may also be required periodically, , proposing appropriate reserving methodologies.
• Develop and implement a consistent methodology and process across all business areas for the independent valuation assessment of complex structured transactions.
• Detailed analysis of the transaction including review of relevant market indicators, comparable firms, credit ratings and spreads, industry/sector fundamentals.
• Ensure all aspects of the valuation review and control process are adequately documented based on internal and external requirements.
• Manage the monthly/quarterly valuation review process.