Asset Valuations Analyst

Recruiter
Carnegie Consulting
Location
London, United Kingdom
Salary
GBP55000 - GBP60000 per annum + plus benefits
Posted
16 Jun 2022
Closes
16 Jul 2022
Ref
15458044
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Recruiting for an "Asset Valuations Analyst", for a reputable buy-side institution based in London. The individual will be performing valuations on derivatives, to include OTC derivatives.

The role is varied and the individual will perform the following;
  • Perform daily, monthly and quarterly checks on asset valuations
  • Working in unison with the pricing model owners on action plans and valuation issues
  • Monitoring findings, and making recommendations and action plans resulting from valuation issues
  • Preparing metrics and reporting on asset valuations to various senior committees including the OTC Pricing Committee
  • Making adjustments to the valuations policy in coordination with key stakeholders
  • Developing and improving process's and procedures for asset valuations
  • Engaging with market data vendors, counter-parties and third parties relating to valuations of managed positions
  • Ownership for pricing and valuation policies, and updating policies post approval from the committee
  • Assist with model validation testing plans

Requirements:
  • Require someone with in depth derivatives experience, to include IRS, Inflation products, CDS, Equity Swaps and Options ideally from a Product Control/IPV/Risk/Middle Office roles within an Investment Bank and or Valuations/Control/Middle Office role within an Investment Manager
  • Excellent understanding of OTC derivative pricing, to include IRS, Inflation, Options and other fixed income derivatives
  • String MS Excel, VBA & SQL knowledge
  • Understanding of OTC collateral management, including CSA terms
  • Experience of ETD's (Exchange Traded Derivatives) and securities valuations

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