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).