Lead Valuation Controller – Macro Rates & FX
Core
Lead independent oversight, challenge, and governance for Rates and FX product valuations, ensuring fair value integrity and regulatory compliance.
Role type
Senior IC Valuation Controller (Macro Rates & FX)
Builds
Independent Price Verification (IPV) processes, prudent valuation adjustments, and Fair Value Hierarchy disclosures for complex derivative portfolios.
Domain
Financial Services / Fixed Income & FX Derivatives
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Rates and FX valuation methodologies, Independent Price Verification (IPV), Prudent Valuation (PVA), Fair Value Hierarchy (FVH), curve construction, model calibration, regulatory compliance, stakeholder challenge
Preferred skills
Volatility surface development, correlation assumptions, liquidity adjustments, SQL, Python, market data vendors (S&P Global, Bloomberg)
Technologies
Excel, SQL, Python, S&P Global Totem, RVS, Bloomberg, Reuters
Responsibilities
Lead monthly IPV processes for Rates and FX trading portfolios; validate market data inputs and curve construction methodologies; assess valuation uncertainty and oversee prudent valuation adjustments; investigate valuation differences and pricing disputes; aggregate and report valuation metrics to senior management and regulators; partner with Model Risk Management and Quantitative teams; mentor junior valuation controllers.
Seniority
Senior, hands-on IC
