Valuation Manager, Structured Rates Valuations - Product Control

Job description

Job Description What is the opportunity?: You will be responsible to perform Global Structured Rates IPV (Independent Price Verification) and Valuation Adjustments (VAs) across a wide range of Interest Rates derivatives positions. You will be working with the Trading Desk, Quants, Market Risk, Valuations Methodology and Senior Management to facilitate expanding business by maintaining strong second line control and governance within the CFO Group. This position is full time and will require 4 days in the office. What will you do?: Playing a role in in the calculation of IPV and other VAs across a wide range of derivative positions for the Global Structured Rates businesses within RBC Capital Markets. Playing a key role in the production and implementation of methodology for VAs. Playing a key role in the provision of detailed reports and analysis on IPV/VA results to Business Heads, Senior Management, Valuations and Risk committees, Market Risk and Finance. Ensuring that existing VA/IPV processes continue to be aligned and keep pace with the business, Regulator and Accounting Best Practice. Ensuring that all VA/IPV processes are complete and follow RBCs risk policies and procedures...