A leading global investment bank, which is currently investing significantly in digital transformation, is looking to recruit a digital programming expert into its Valuation control function.. The role will suit a technical individual who has had exposure to Python and R, or other similar programming languages, in order to provide impactful analysis to enhance the bank's control framework and the valuation of its financial instruments.
This individual will require a strong understanding of emerging digital tools, including Python and visualisation methods and how they can be used to enhance and maintain an effective control & governance framework across the bank's valuation control function - covering all of its major asset-classes.
- Identify potential digital tool opportunities to enhance valuation control and consistency of processes
- Identifying pricing issues, valuation parameters or instrument types that may require particular attention with critical analysis of the valuation issues involved
- Lead, develop and propose solutions to complex technical challenges or control issues
- Ensure timely remediation of regulatory matters requiring attention, audit findings and associated reporting demands associated with the area of responsibility
Preferred background & skills:
- This individual will come from a valuation, risk or product control discipline and will have a strong grasp of machine-learning tools, ideally Python and R or similar programming languages
- A clear and effective communicator who possesses gravitas to face-off and challenge peer-groups across the Business, Finance and Risk.
- A strong understanding of accounting for fair-valued instruments, with a focus on complex / exotic derivatives
- Cross-asset knowledge is preferable, however a specialism in one particular asset-class is also expected
- Demonstrable examples of change implementation and process improvement of valuation methodologies and processes
- Exceptional people-management and leadership skills