FX/Rates IPV/Valuations (Technical) - Eximius Finance

Responsibilities:

• Challenge monthly FX/Rates valuation results and work with all relevant groups to monitor valuation risks.
• Advisory position on valuation issues related to new complex transactions.
• Review of approximately booked trades, Overhedges, and Significant Transactions.
• Independent review of valuation processes, assessment of potential price testing coverage developments, and implementation of tools to enhance controls.
• Collaborate with other teams to address model limitations and ensure adequate model governance.
• Participate as a stakeholder in the early stages of model development and subsequent sign-off.

Required Knowledge and Skills:

• Specific knowledge in Interest Rate and FX markets and derivative products in general including model pricing, market data inputs, and risk sensitivities.
• Knowledge of Valuation Control framework and processes.
• Programming skills – previous exposure to and experience in Excel VBA and Python, ability to contribute to a growing coding library (in Python).