Salary AUD120,000 - AUD130,000 per annum + Super
Location Sydney CBDFULL_TIME
Consultant Tom Clifton
Date posted 2 April 20192019-04-12 2019-05-02 financial-services Sydney CBD New South Wales AU AUD 120000 130000 130000 YEAR Robert Walters https://www.robertwalters.com.au
This leading Big 4 Bank is currently hiring a Valuation Controller into their markets finance and control team. Reporting into the Head of Valuations Control, the Valuation controller will be responsible for IPV and broader valuation control across a variety of products including FICC and Treasury. This position will suit candidates who have strong financial markets and derivatives knowledge as well as a valuations control or market risk background.
- Compilation of daily profit and loss reporting for specified trading desks (XVA and Collateral)
- Analysis and interpretation of daily results, variances, risk positions, realised and unrealised profit and loss, curve movements, new deals, cancelled and amended trades and rate validation
- Analysis and control of accounting processes and practices for proposed new product initiatives, product variations or new business structures.
- Participating in system and product upgrade projects and initiatives.
- End to end ownership for valuation adjustments across the Banks portfolio of financial instruments. These will include Bid/Offer, Independent Price Validation (IPV), Derivative Valuation Adjustments (XVA) and other emerging and bespoke valuation adjustments.
- Bachelors degree, CA/CFA qualification is advantageous
- Knowledge and experience of accounting and risk drivers of derivatives and derivative adjustments
- Prior experience in a valuations or market risk role preferred
- Strong interpersonal skills
To apply Please click on the link or contact Tom Clifton for further details on 02 8289 3242.