Beschreibung
Treasury Valuation Controller
Treasury Valuation Controller is involved in the 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 through the organization to trading, finance and risk management functions.
Your tasks:
- Developing and enhancing provision management, documentation, reporting and analysis
- Contributing to developing an integrated parameter control and risk/P&L framework
- Driving the development and implementation of reserving methodologies for complex market instruments
- Developing of reserving policy framework for vanilla and non-vanilla trade types. This includes redefining the current valuation review methodologies and procedures, and increasingly adding value to the critical analysis performed
- Identification of valuation parameters or instrument types that require particular attention with critical analysis of the risks involved
- Obtaining relevant valuation and risk model parameter information (from Front Office/Quant Group) and implementing value added solutions to identified problems
Your experience/skills:
- Masters equivalent in a finance or mathematical related subject desirable
- Familiarity with derivative and interest rate instruments (Fixed Income options, FRAs, MM, OIS, structured products)
- Experience in banking/finance
- Computing skills including Excel, VBA, Microsoft Access. Familiarity with database architecture, development of functional requirements desirable
- Understanding of methodologies for managing traded risk as well as of interest rate products and bonds valuation is mandatory
- Languages: fluent English both written and spoken, German would be a big plus
Start:
Duration: 4MM++
Location: Zurich, Switzerland
Doesn't that sound interesting? Does that sound like a challenging opportunity to you? Then take the next step and send us your CV as a Word Document and a daytime contact telephone number.
Due to work permit restrictions we can unfortunately only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.
Going the extra mile
New to Switzerland? In case of successful placement, we support you with:
- All administrative questions
- Finding an apartment
- Health - and social insurance
- Work permit and many more