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Valuation Model Controller

Primary Responsibilities:

  • Independently review and assess the complex mathematical models used for valuations of exotic derivatives and other financial instruments
  • Assess the valuation methodologies, testing of valuation tools, identification and resolution of valuation discrepancies, and communicating assessments to senior management and challenging model developers
  • Interface with key/senior stakeholders (both on finance and business side), governing bodies and business partners to discuss the status of the validation work, results of test work and reporting

Skills required:

  • Knowledge of financial markets and derivatives
  • Strong inter-personal skills in order to interact confidently with Business Unit, Trading Strategists, Finance senior management, and the Market Risk Department
  • Ability to challenge the valuation methodologies proposed by the Business Unit quantitative strategists
  • Strong academics required with preference for an advanced degree in a quantitative discipline: e.g. financial engineering, statistics, mathematics, physics, or engineering

Our partner offers:

  • Competitive salary and benefit package
  • Experience in a fast paced investment banking environment
  • Exposure to the entire spectrum of financial products offered by a top tier investment bank
  • Active involvement in firm-wide valuation projects and initiatives

Valuation Model Controller


Published on 27.02.2020