Senior Asset Valuations Analyst

• Perform daily, monthly and quarterly quality control checks on OTC and Sec Fin asset valuations


• Work with pricing model owners to develop action plans to remediate valuation issues


• Monitoring findings, recommendations and management action plans resulting from valuation issues, ensuring timely and appropriate actions are taken to address concerns.


• Prepare metrics and assist in reporting on asset valuations to various senior committees including the OTC Pricing and Valuation Committees.


• Improve valuation policy and practise awareness through regular coordination with key stakeholders.


• Develop and improve processes and procedures supporting asset valuations


• Maintain active engagement with vendors (i.e. market data vendors) and counterparties, and third parties, where it relates to the valuation of Insight managed positions


• Ownership of pricing and valuation policies; validation of adherence, updating policies, subject to appropriate committee approval


• Assist with model validation testing plans, evaluate the appropriateness of model inputs, and to assess the theory of the models

Requirements

• Experience of derivatives, including but not limited to IRS, Inflation products, CDS, Equity Swaps and Options, ideally gained in a Product Control, Risk or Middle Office role in an Investment Bank and/or a Valuations, Control or Middle Office role in an Investment Manager


• Excellent understanding of OTC derivative and Secured Finance asset pricing - to include but not be limited to IRS, Inflation, Options, other fixed income derivatives and loans.


• Strong MS Excel, and VBA, SQL knowledge beneficial


• Understanding of OTC Collateral Management including impact of CSA terms


• Experience of exchange traded derivatives and securities valuations


• Strong and enthusiastic team player with excellent communication skills


• Excellent organisational skills, proven ability to multitask and prioritise


• Ability to work to tight and fixed deadlines


• Experience with Bloomberg


• Demonstrable ability to improve and streamline existing processes


• Excellent problem-solving skills


• Proactive and flexible approach


• Strong analytical skills, attention to detail and the ability to solve complex problems


• Familiarity with regulatory requirements, governance and pricing policy frameworks

Core Competencies

Demonstrates expertise in OTC Derivative and Secured Finance asset pricing, with a strong focus on process improvement and stakeholder engagement. Proficient in model validation and quality control checks, ensuring adherence to pricing policies and regulatory requirements.

Highest-signal resume keywords

• OTC Derivative Pricing


• Model Validation


• Process Improvement


• MS Excel


• VBA

ATS Optimization Keywords
Hard Skills

• OTC Derivative Pricing


• Secured Finance Asset Pricing


• Model Validation


• Process Improvement


• SQL


• Exchange Traded Derivatives Valuation


• Regulatory Requirements


• Governance Frameworks


• Attention to Detail


• Analytical Skills

Soft Skills

• Excellent Communication Skills


• Organisational Skills


• Problem-Solving Skills


• Team Player


• Proactive Approach

Industry Keywords

• Derivatives


• Product Control


• Risk Management


• Middle Office


• Valuations

Tools & Technologies

• Bloomberg


• VBA


• SQL


• Market Data Vendors