Senior Risk analytics consultant- Valuation Control /IPV

Job description

Responsibilities • Ensuring accurate valuations and performing independent price verification processes for derivatives, with focus on Commodities derivatives • Review Bid Offer and Model Valuation Adjustment for derivative portfolio • Deep dive IPV results and assist trader with high quality commentary month on month basis • Meet deliverables while leveraging solid understanding of Fair Valuation policies, procedures, and compliance requirements • Interact with technology teams to streamline IPV processes • Interact with quants, traders, market risk and product control to lead various IPV projects • Resolve moderately complex issues independently • Lead projects, teams, or serve as a mentor for less experienced staff Market Skills Essential Qualifications • Bachelors/MBA in Finance, CFA/FRM/CQF • 8+ years of experience in one or a combination of the following: Valuations, analytics, financial modeling • Prior work experience; knowledge of capital markets products, preferably Commodities derivatives • Applied knowledge and understanding of derivatives valuation (preferably as used in Rates Derivatives) and building of interest rate curves • Experience in trading, valuing or price validating capital market instruments • Excellent verbal and written communication skills • Advanced Microsoft Office skills, SQL • Ability to organize and manage multiple priorities with challenging timelines • Ability to work effectively in a team environment and across all organizational levels, where flexibility, collaboration, and adaptability are important • Collaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goals Other Desired Qualifications • Prior working knowledge of one or more of the following: Calypso, Alteryx, Power BI, Tableau and Microsoft Powerpoint • Prior working knowledge of AI tools available in market • Applied knowledge and understanding of derivative products numerical solution methods such as binomial trees, Monte Carlo, and finite difference methods. • Previous experience with Market Risk, Product Control or Model Risk Management practices including Model Governance and/or Model Validation • Ability to collaborate with internal and external partners • Excellent communication skills; ability to clearly communicate with business partners, peers and senior management • Strong conceptual and quantitative problem solving skills; ability to provide credible challenge