Models and Methodologies - AVP

Job description

Job Description: Purpose of the role: Responsible for the independent review, challenge and validation of valuation models and methodologies including, but not limited to, Fair Value Adjustments (FVAs), Prudent Valuation Adjustments (PVAs) and Independent Price Verification (IPV) methodologies. Accountabilities: - Drive consistency across asset classes in what regards the validity and appropriateness of models, methodologies and their associated documentation - Supporting Finance teams in the identification of their inventory of quantitative and qualitative models and quantitative processes - Support the enhancement of models and methodologies to ensure ongoing compliance with the accounting standards and with the regulatory requirements, as well as in line with best market practices - Enhance the valuation control standards and ensure these are kept in line with the relevant regulatory requirements and the model governance standards, - Engagement with the models owners such as Valuation Control (VC) and Front Office Quants teams, as required, to challenge and enhance valuation models/methodologies and its associated documentation. - Perform the role of Subject Matter Experts (SMEs...