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Devising valuation techniques for a wide range of cash, as well as model-dependent products and parameters across Credit
Assessing the valuation methodologies, testing of valuation tools, identify and resolve valuation discrepancies, and communicate assessments to stakeholders
Developing and implementing prudent valuation, Independent Price Verification (IPV) and model reserve methodologies as well as systems and functionality enhancements
Performing documented reviews of prudent valuation, modelling and parameter valuation/mark review methodologies
Working with stakeholders to improve efficiency by challenging processes and procedures and to discuss the status of the methodologies, developments, validation work and results of test work
Solving valuation methodology issues, for example valuing illiquid complex products in various markets
Supporting the IPV teams, by developing, reviewing and improving IPV processes, including parameter and product level IPV, fair value & model reserves, Pruval and other valuation considerations
Strong knowledge of data interfaces (C#, .NET, SQL, VBA, etc.)
Strong skill in programming financial valuation and risk solutions
Academic degree Masters or PHd
Relevant experience with product valuation in specific or multiple asset classes such as: Credit, Interest Rates, Foreign Exchange or Equities with a good understanding of the Credit market being a preference
Strong analytical/quantitative and qualitative skills and should have the ability to develop methodologies to capture valuation uncertainty and to challenge valuation methodologies proposed by the business unit
Ability to produce documentation of a standard to be presented to regulators
An inquisitive mind and an analytical, yet practical, mindset towards addressing and resolving issues
Able to see the big picture and take pragmatic decisions. You should also demonstrate that your approach is consistent with the firm's Values and Beliefs
Experienced in producing a detailed analysis to demanding deadlines and clearly communicating the results to senior management, and potentially to auditors/regulators
Knowledge of English and German on the communicative level is a must.