Manager - Valuation Adjustments

Location: Sydney CBD, New South Wales
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: Negotiable
REF: BBBH220663_1522822482

Manager - Valuation Adjustments

  • Key partnering role to support & influence stakeholders across Finance
  • Major Australian Banking group
  • Salary negotiable

Our client is widely recognised as an innovative market leader within the Australian and Asian financial markets. An outstanding opportunity is now available for a highly analytical finance professional to join their team.

Reporting to the Head of Valuation Framework & Governance, your role will have a broad mandate, looking at valuation adjustments (VAs) from the perspectives of accounting and regulatory standards as well as implementation, through methodology and modelling. You will be required to analyse/review and propose methodologies/models for making Valuation Adjustments. As such a math-finance background is desirable with experience in Interest Rate and FX derivative products. You will also be required to support and maintain MTCs Valuation Framework and as such significant written and verbal communication capabilities are required. Business as usual work will involve analysing new trades and products. Given the scope of work required, to be successful, you will need to be eager to learn and to be a strong team player.

Ideally you will have an understanding of P&L attribution and risk dynamics understanding, an ability and enthusiasm to work independently whilst looking for continuous improvement. A strong communicator, you will have working knowledge of xVA pricing and industry implications along with advanced IT skills.