Job Description
A leading Global Investment bank is seeking a VP level Valuation Control candidate to provide senior oversight of Rates valuation and partner closely with trading desks on complex risk and pricing matters. This high impact role is responsible for the full valuation lifecycle,including independent price verification, fair value reserves, prudent valuation, methodology governance, P&L analysis, and ongoing enhancement of the control framework.
Coverage spans both vanilla and complex Rates products, including options and exotics, swaps, inflation, repo, treasuries, and MBS. The role involves frequent engagement with senior stakeholders across the firm, as well as direct interaction with regulators and auditors. The ideal candidate will have 4 - 10 years of experience in valuation, market risk, product control, or front‑office‑adjacent roles, along with deep technical expertise across Rates products and derivatives, including options, exotics, swaps, inflation, and cash instruments.
Responsibilities:
Lead valuation oversight for Rates products, ensuring pricing accuracy and sound valuation practices across vanilla and complex interest rate derivatives Serve as a trusted risk partner to Rates trading desks, providing challenge on valuation matters while supporting new product launches and business initiatives Own core valuation processes end‑to‑end, including reserves, prudent valuation, PnL assessment, and ongoing enhancements to the control framework Act as a primary point of contact for senior stakeholders, auditors, and regulators, coordinating closely with Risk, Finance, and Technology. Qualifications:
4-10 years of experience in valuation, risk management, product control, or front‑office‑adjacent roles Deep expertise in Rates products and derivatives, including swaps, options, exotics, inflation products, repos, treasuries, and MBS Strong academic background in Finance, Math, or related fields, postgraduate qualifications preferred Proven ability to communicate complex valuation issues clearly to senior stakeholders.