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**