In this role you will be responsible for addressing complex valuation issues across businesses within the Investment Bank in the following areas:

1)Model Control Process

2)Mark Review Policy and Reporting

3)Valuation Adjustment Policy and Reporting

The Model Control Process involves working closely with Trading/Model Development/Risk Management and line Product Controllers to:

- Assess the appropriateness of a pricing model for a specific product

- Assess the appropriateness of the model calibration process if any

- Review and document model-related valuation adjustments

- Apply price testing policies and valuation methodologies across products/regions

The Mark Review Process involvesworking closely with line Product Controllers to enhance/maintain consistency of marking policies cross products/regions to:

- Assess/set price testing policies and valuation methodologies across products/regions

- Set consistent mark review reporting policies across products/regions

- Provide further analysis on “thinly quoted” or “no external price verified” inventories.

Candidate Requirements:

 - Experience in Valuations.

-  Knowledge of Structured Credit, ITraxx, CDS.

- Background in Valuations or Risk.