Asset Valuations Analyst

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