Valuations Senior Specialist, AVP
Core
Senior specialist in valuation control ensuring integrity and control over the bank's trading portfolios through independent price verification, reserves, and prudential capital management.
Role type
Senior IC Valuations Specialist (AVP)
Builds
Independent Price Verification (IPV), Fair Value adjustments, Prudential Capital calculations, and reserve methodologies for trading portfolios.
Domain
Banking / Financial Markets (Credit, Rates, Currency)
Required skills
Independent Price Verification (IPV), Fair Value adjustments, Prudential Valuations, market data analysis, financial modeling, process automation, stakeholder management
Preferred skills
Derivatives pricing, structured financing trades, AI tool integration, workflow optimization
Technologies
Bloomberg, Markit-Totem, Reuters, ISMA, Excel, VBA, Python
Responsibilities
Perform IPV, FVA reserves, and Prudential Valuations for bonds, loans, swaps, derivatives, and FX; analyze pricing variance drivers and validate market data; develop and improve valuation models and processes; automate manual steps; coordinate with risk and quantitative teams; ensure process controls and documentation accuracy.
Seniority
Senior, hands-on IC