Beschreibung
Coba IT is once again working in partnership with our Zurich based client, one of the world's leading Banking and Investment institutions. We are looking to recruit a Valuation Controller.
The role is validation of the final reported valuations of a wide range of financial products through independent price verification, reserving and model calibration. The results of this validation are reported throughout the organisation.
You will gain exposure to valuation issues and methodologies of both linear products (swaps, bonds, etc) and option products.
Key Requirements
The ideal candidate will combine the following skill sets:
* 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