Beschreibung
For our client in Zurich, Swiss Bank, we are looking for a Valuation Risk Controller, for a 6 months contract
Overview of business area or project:
The role is within Chief Financial Officer under division Product Control business area Valuation Risk & Control. Product control is the second level of defense controlling P/L, accounts, products, valuations and Fair Value Measurement.
The contractor will be working mainly on Intra Month Balance Sheet [IMBS] project which is focusing on accelerating the balance sheet closing
Key Responsibilities
- A challenging position in Valuation Risk Control providing insight into valuation practice of a broad range of product classes, including FX, Rates, Equities, Commodities and Credit
- Contribution to Intra Month Balance Sheet project by improving of front-to-back infrastructure and independent price verification process
- Participation in the monthly independent price verification process, ie price testing of the GTS and Treasury fair value inventory
- Supporting valuation aspects of key complex tools and strategic systems development and implementation
- Close collaboration with Group Finance, Finance Change, Trading, Quant Strats and Risk Management
Overview of the department/team (team size, backgrounds, personalities ):
The Manager heads valuation Control Zurich with three direct reports (one in located in Poland). He/she has a finance degree with and additional qualification (FRM). His/her reports have either a finance or an IT background.
Challenges Contractor will be facing in this role:
The contractor will be facing infrastructural challenges, which he/she needs to resolve within tight deadlines (month end driven).
He/she will have work on Intra Month Balance Sheet project by improving the fragmented front-to-back infrastructure and independent price verification process
Essentials Skills and Qualifications:
- Degree/studies in Financial Mathematics or similar (Finance, Physics, Economics, Econometrics, etc.)
- Strong product, financial modelling, and valuation technique knowledge (Banking background) - around 5+ years of experience
- Project Management experience - 1+ year of experience
- Fluent in English
Desired Skills and Qualifications:
- R or Python
- previous Independent Price Verification experience
- FRM (Financial Risk Manager) or CFA (Chartered Financial Analyst)
- good command of German
Candidate Value Proposition:
Valuation & Risk Control Zurich is facing challenging requirements, with pressure to centralize tasks and processes. As Zurich is working on different platforms than globally, we can influence tactical solutions and developments tailor-made for VRC Zurich.