Associate Director Valuations Methodology

Work alongside Valuations Team, reporting to Director in Valuations Methodology,

Initially focus on structured rates products and understand existing processes.,

Run and document existing processes (Excel or Python based) for IPV and Valuation Adjustment Calculation using prescribed templates.,

May be asked to transform Excel workflows into Python.,

Carry out model limitations monitoring processes.,

Play active role in addressing model limitations / model performance tracking workflow.,

Document and enhance the process, initially for Structured Rates, but eventually roll out to all asset classes.,

Develop model performance tracking metrics for model management.,

Design and develop testing for newly created IPV valuations models.,

Face Enterprise Model Risk Management Team on their questions and queries.,

Track and monitor model management tasks for senior management KPI / KRI.,

Provide regular update for existing and new models.

Excellent academic credentials with a Masters or PhD in a quantitative field such as Quantitative Finance, Physics, Mathematics, Engineering.,~5-7 years of experience in Valuations, Model Risk, Market Risk, Trading or Quants world.

Master's Degree or PhD