Head of Valuation Control 100% (f/m/d)
Core
Lead Valuation Control within Product Control, overseeing valuation governance, independent price verification, and fair value controls for trading and treasury activities.
Role type
Senior leadership IC (Head of Valuation Control)
Builds
Robust valuation governance framework, independent price verification processes, and fair value control mechanisms for financial instruments.
Domain
Banking, Wealth Management, Financial Reporting, Regulatory Compliance
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Fair value governance, Independent Price Verification (IPV), Valuation Adjustments (PVA/AVA), Financial Instrument expertise, Regulatory compliance (IFRS 13, Basel), Team leadership, Data & technology awareness, Automation, Analytical skills
Preferred skills
Python, SQL, CFA/FRM/CPA, German language
Technologies
Python, SQL
Responsibilities
Lead Valuation Control team and define target operating model for prudent valuation adjustments, Develop and govern additional valuation adjustments (AVA), Enhance valuation control framework and fair value levelling, Provide senior-level oversight of valuations for derivatives, fixed income, rates, credit, FX, and structured instruments, Ensure robust independent price verification through price testing and challenge, Present valuation control insights to senior management, risk committees, auditors, and regulators, Support internal/external audits and regulatory reviews, Drive automation and process improvements, Lead and develop a high-performing team of valuation control specialists
Seniority
Senior, hands-on IC with leadership responsibilities
