Valuation Controller

Vor Ort
3months +
Experis Schweiz AG
flag_no Schweiz

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Valuation Controller

On behalf of our client, a leading global company within finance, we are looking for a Valuation Controller. For this contract position based in Zürich in Switzerland our client is looking for an English speaking candidate who can start as soon as possible.

Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:

Your main responsibilities will be:

  • Develop and enhance Independent Price Verification
  • Review of Offshore team production and analysis
  • Assessment and generation of certain reserves required in the overall Fair Value process (Bid-Offer, model reserves, Day1 Reserves)
  • The role requires extensive liaison with Market Risk/Quantitative Risk and Front Office Traders and Offshore team
  • Reporting of IPV and Reserves to desk and to central Finance reporting team
  • Continuous improvement of methodology and results generation platform and approach
  • Review and building curves for valuation of Interest Rate Products and price sourcing for Bonds. An understanding of long dated bond valuation methodology would be useful
  • Review of valuation methodologies in the Short term interest Rate environment

The skills and experience needed for this position are:

  • Masters equivalent in a finance related subject desirable
  • Desired strong mathematical/analytical ability
  • Familiarity with derivative and interest rate instruments (Fixed Income options, FRAs, MM, OIS, structured products)
  • Computing skills including Excel, VBA, Microsoft Access. Familiarity with database architecture, development of functional requirements desirable
  • Understanding of methodologies for managing traded risk
  • Experience and understanding of, interest rate products and bonds valuation a must
  • CFA/FRM an advantage
  • Good English skills are required

Apply today to secure your chances in this interesting opportunity for a Swiss fast growing Global Company.

Please don't hesitate to send your CV in English to Ms. Andra Weiland or if you should have any questions, please don't hesitate to call her.

Experis is Europe's leading IT&T recruitment agency with over 100 offices worldwide.