Job Description

Key Responsibilities:

We have an exciting opportunity for an experienced Product Control professional with budding leadership potential to join our Valuations Control team to support MUSI's Front Office business. Your responsibilities will include:
 

• Performing valuation analysis on a wide range of financial instruments
• Performing independent price verification spanning all asset classes
• Computing of monthly reserving requirements;
• Investigating collateral differences with CSA counterparties
• Guiding Financial Model Development;
• Implementing valuation model changes;
• Initiating and implementing independent price verification and/or prudent valuation methodology changes;
• Liaison with senior stakeholders in Front Office and support departments;
• Preparing and presenting analysis and conclusions including written reports;
• Implementing system enhancements;
• Implementing effective process controls and process re-engineering

Required Knowledge, Skills, and Abilities

A strong technical knowledge of capital markets and financial market products; Proficient level of Excel, Visual Basic and Access skills; Knowledge and experience of VBA Knowledge of financial models Strong quantitative skills A minimum of 2:1 Degree in a mathematical biased subject; Post-degree work experience Experience working across multiple asset classes and markets Experience with Murex Strong knowledge of rates products and solid understanding of exotic products A thorough understanding of valuation convention including yield curve build, discount curve selection, credit/debit valuation adjustments, derivatives modelling We are open to considering flexible working requests in line with organisational requirements. Driven / high commitment levels and strong work ethic Excellent communication and interaction skills and ability to precisely articulate at all levels and across departments Ability to interact effectively with senior front office and support management Good time management skills with ability to meet tight deadlines Work and communicate effectively in a team environment The ability to collaborate efficiently in projects with team members Able to work under own initiative and be flexible and self-motivate