MVRM Valuation Risk Management – Rates - Vice President

Job description

Job Description: Job Title MVRM Valuation Risk Management – Rates Corporate Title Vice President: Location New York, 1 Columbus Circle Business/Role Specific Description: As a Valuation Risk Manager covering Rates, you will ensure effective risk management focused on Independent Price Verification (IPV) across interest rate products and derivatives for the Americas region. The Rates area includes a variety of sub-businesses such as Options, Swaps, Exotics, Repo, Treasuries, Inflation, MBS, etc. You’ll be an integral part of the Valuation Risk team focusing on all aspects of valuation including IPV, fair value reserving, prudent valuation, methodology review, Day 1 P&L, leveling and control framework. This role demands a strong understanding of financial instruments, valuation methodologies, market data, and a proven ability to drive strategic initiatives and foster a robust control environment. This includes managing relevant regulatory and internal projects. Also, as the Valuation Team sits within CRO you will be integrated on the Market Risk side and interact daily across the entire organization including Front Office, other Risk areas, Technology and Finance. What We Offer You:...