JOB DESCRIPTION:

Job Title: Rates Valuation Specialist
Corporate Title: Director
Location: London

• Develop and enhance Valuation Control Methodology for Derivatives, including IPV, Valuation Adjustment, Valuation Uncertainty and Fair Value Hierarchy
• Create tools to support Valuation Control activities including support and enhancement of market data calibration infrastructure
• Leverage expert knowledge of financial markets, products and consensus data to understand valuation trending, liquidity and uncertainty
• Collaborate with Quant team and Model Risk Management to develop and upgrade valuation control framework as a result of ongoing pricing model consolidation
• Lead strategic projects supporting valuation analytics and architecture
• Coordinate across regions to drive global consistency in Valuation Control execution
• Drive Operational Excellence by automating the workflows with an End-to-End solution