Valuation Control – Manager
- Responsibility for the independent valuation at month-end of all assets and liabilities using multiple external vendor services pricing.
- Providing timely information to the relevant product controller on the impacts to their books.
- Conducting reviews of significant deals.
- Calculation and analysis of reserves.
- Analysis of model deficiencies.
- Production of monthly pack which clearly states the over or undervaluation as compared to front office.
- Review and implement Independent Pricing methodologies.
- Ensure derivatives trades are marked to fair value.
- Identify pricing issues for complex derivative trades.
- Establish best practice valuation techniques.
- Ensure a robust and optimized Prudential Valuation Framework.
- Educated to degree level; preferably with a Finance / Business OR Financial Engineering background OR Masters degree in a quantitative subject.
- Strong IT skills. In particular Excel, VBA, SQL and functional programming.
- Experience of Global Markets treasury products (covering All Global Markets products)
- Ability to work under constant pressure to tight deadlines and deliver high quality output.
- Excellent interpersonal skills, with the ability to communicate at all levels both written (report and guideline writing) and verbally.
Analytical and challenging mindset.