Valuation Controller Resume Samples

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OM
O Muller
Orval
Muller
8860 Annette Row
Houston
TX
8860 Annette Row
Houston
TX
Experience Experience
06/2015 – present
Dallas, TX
Valuation Controller Global Valuation Group
Valuation Controller Global Valuation Group
06/2015 – present
Dallas, TX
Valuation Controller Global Valuation Group
06/2015 – present
  • Providing regular reports as well as ad-hoc analysis to Finance, Senior GVG and Desk Management
  • Managing relationships with, and the migration of work to GVG Mumbai
  • Continuous Process Improvement
  • Prudent Valuation; enhancing and developing further the prudential valuation methodologies
  • Ensuring model control, applying model limitations to the portfolio via Fair Value Adjustments
  • Providing independent Price Verification of the European Rates Trading portfolios
  • Ensuring continuous Process Improvement
11/2008 – 12/2014
Detroit, MI
Rates Valuation Controller
Rates Valuation Controller
11/2008 – 12/2014
Detroit, MI
Rates Valuation Controller
11/2008 – 12/2014
  • Supporting Change and Continuous Improvement
  • Includes Escalation of Issues and Audit Points, identification of Control Improvement Points and Incidents and SOX documentation and testing
  • Member of a team responsible for valuation control reviews and consultation. This core function includes Market Data Rejection review, Overrides, Aging Inventory Analysis, Stale Marks review, Compliance with VRG (Valuation Risk Group) policy, and Analysis of Disputed Marks. Responsible for execution of control review and analysis tasks, ensuring data integrity and completeness. Responsible for compliance with firm's valuation policies and standards
  • Demonstrate commercial awareness and control when dealing with the business
  • Identify process improvement opportunities to gain efficiency and to reduce manual spread sheet controls. Support testing of new processes and procedures
  • Control Reporting
  • Member of a team responsible for valuation governance and execution. Valuation governance & execution include functions such as independent price verification (IPV), Valuation Adjustment, Model Validation, Spreadsheet Controls, Fair Value Leveling & related Disclosures (Pru Val/ASU), Valuation Analysis and reporting. Responsible for execution of tasks, ensuring data integrity and completeness. Responsible for compliance with firm's valuation policies and standards
11/2004 – 06/2008
Houston, TX
Valuation Controller
Valuation Controller
11/2004 – 06/2008
Houston, TX
Valuation Controller
11/2004 – 06/2008
  • Calculation and review of valuation uncertainty under IFRS and Prudential Valuations including refining exiting methods
  • Perform various month end IPV reporting as well as producing governance meeting materials
  • Testing of Exotics model calibration effectiveness – evaluation and reporting of calibration differences across the existing portfolio
  • Developing and carrying out price testing methodologies for both FX Local Markets products
  • Assisting the trading desk to maintain model calibration in-line with the market
  • Support to development and implementation of Prudential Valuation calculations and reporting, taking into consideration EBA and PRA guidance
  • Ongoing production of monthly Prudent Valuation capital deduction and quarterly reporting to the PRA
Education Education
Bachelor’s Degree in Finance
Virginia Commonwealth University
Bachelor’s Degree in Finance
Skills Skills
  • Experience of working on longer term strategic projects and a demonstrable ability to balance short and long term deliverables
  • Strong product knowledge across financial instruments with expertise in either credit or rates. Ability to learn products within other asset classes
  • Excellent planning & organisng skills, and self-motivated individual able to learn quickly and work independently
  • Good knowledge of Excel. VBA and database experience is desirable
  • Highly numerate with excellent knowledge of fixed income products
  • The ability to develop strong internal client relationships
  • Strong analytical / quantitative skills and should have the ability to challenge the valuation methodologies proposed by the Business Unit
  • A good understanding of basic interest rate products like bonds, swaps, swaptions, caps & floors is necessary
  • Derivatives knowledge/experience highly beneficial
  • Able to develop strong working relationships with a broad range of stakeholders
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1

Valuation Controller Resume Examples & Samples

  • Independent price verification, oversight of fair value adjustments, calculation of prudential valuation adjustments and escalation of valuation issues
  • Reporting results and conclusions to senior management with recommended actions
  • Liaising with Quantitative Analytics, Market Risk and Model Validation as part of the trade approval process
  • Oversight and analysis of provision methodologies and oversight of product observability review processes
  • Provide monthly price verification and help running monthly review meetings with key stakeholders
  • Addressing model limitations through reserve/valuation adjustment calculations
  • Designing and executing price testing methodologies for instance on the SABR, LMM & Short Rate Models across the suite of Vanilla and Exotic Rates products i.e. Bermudans, Snowballs, CMS Spread Options, Dual Range Accruals, Inflation products etc. Ensuring valuation consistency between exotic-vanilla models
  • Casting a critical eye on the choice of calibration proposed by front office
  • Provide Valuation analysis and consolidation of price testing information for Finance Management and the Valuation Committee and associated Sub Committees
  • Implementation and calculation of fair value adjustments across Rates Options products
2

Valuation Controller Resume Examples & Samples

  • Independent price verification, model calibration and the calculation of model reserves
  • Analysis of valuation models as part of the price verification process
  • Oversight and analysis of reserve methodologies and oversight of product observability review processes
  • Initial focus on independent valuation of Credit Flow with ability to take on more areas depending on performance
  • Computation of all Bid/Offer reserves these businesses
  • Manage the communication of Price Testing results to senior management and external stakeholders (auditors, regulators), via the production of the monthly Price Testing pack and relevant meetings
  • Work with peers in other Pc-Valuation teams to help establish best practice guidelines and ensure these guidelines are well-communicated and adhered to
  • 2:1 degree or equivalent at undergrad level in mathematical / scientific discipline from top-tier University
  • Good understanding of credit instruments pricing with a particular focus credit derivatives (CDS, Index CDS) but also cash securities (Bonds & Loans)
  • Previous experience in a control environment (Line product control or valuation control)
  • Excellent Excel, VBA, Word skills including use of macros to build reporting and analysis tools
  • Ability to learn and use in-house tools and analytics
  • High attention to detail (execution excellence)
  • Ability to meet regular, tight deadlines
  • Ability to analyse and present financial information
  • Ability to review problems from different view points, devising and implementing practical solutions
  • Diligent and enthusiastic
  • Excellent communicator at all levels
  • Robust, and able to deal with demanding clients
  • Strong team player
3

Senior Manager Valuation Controller Resume Examples & Samples

  • Management and oversight of a team of approx 20 people with responsibility for Structured Trade Reviews, monthend and intra-month price testing and on-going deployment efforts
  • Providing technical and professional leadership to an extremely bright, ambitious team on a range of complex issues spanning asset classes
  • Liaison with senior Product Control management on specific trade and valuation issues and on-going deployment efforts
  • Liaison with senior management in Front Office when required on valuation issues arising out of the STR process
4

Valuation Controller Resume Examples & Samples

  • Identify and execute on opportunities to enhance derivative valuation control environment
  • Lead SOX , Control Self Attestation (CSA), and Risk Control and Self-Assessment (RCSA) processes for Valuation team
  • Represent Valuation team on cross-functional Trade Management Controls Council
  • Work cross-functionally to identify simplification opportunities in Treasury processes and assist in completion of projects including delivery and communication of results to a diverse audience
  • Partner with IT teams to ensure that enhancement requests, priorities and project dependencies are tracked and executed upon
  • Support the development, roll-out and implementation of processes to meet Model Risk Management (MRM) policy, and as required by Supervisory Guidance (SR11-7)
  • Liaise with key stakeholders in GE Industrial and Capital businesses, and within GE Treasury, to develop and roll out standard valuation service offerings
  • Ensure that control and process documentation is current, and meets industry best practice and regulatory expectations
  • Preparation of appropriate management information for the tracking of portfolio valuation, workflow and exceptions
  • Understand the implications of developments in the regulatory environment and industry practice for valuation control practices
  • Co-ordinate preparation of team material for Treasury Valuation Committee and periodic operating reviews
  • Undergraduate/post graduate qualification in mathematics, finance, business or related fields
  • Prior work experience in Capital Markets or Treasury environment
  • Excellent interpersonal & communication skills (written and verbal), strong team player , self-motivated, clear thinker, accountable
  • Active interest in Financial markets particularly as it relates to valuation/pricing of derivatives
  • Prior success in obtaining cross-functional engagement and consensus building. Experience in a matrix and global environment preferred
  • Strong understanding of derivatives products, in particular derivative valuation methodologies
  • Understanding of derivative market data and familiarity with data vendors
  • Good understanding of Operational Risk and associated processes
  • Familiarity with evolving regulatory environment including Dodd Frank, EMIR, Basel 3
  • Strong IT skills
  • Proven track record of project delivery with ability to handle multiple projects simultaneously
  • Willingness to be flexible as regards working hours
5

Valuation Controller Resume Examples & Samples

  • Valuations control of bank's CVA/ FVA estimates, and their hedges (credit hedges, interest rate hedges and Fx hedges)
  • Build and/or enhance existing valuation framework to effectively price credit parameter for liquid and illiquid counterparties (CVA and hedges), FVA, bespoke CDO transactions, credit options, etc
  • Managing a small team. Lead and drive projects around key industry topics such as capital costs, initial margin in bilateral trades, close-out risk, etc
  • Review and independently test the underlying assumptions, theory, derivation, empirical evidence, implementation and limitations of the model being validated
  • Review the firm's counterparty credit risk (CCR) management framework in accordance with industry best practices and current regulatory expectations
  • Engage with the group head and stakeholders on new business transactions to identify requirements and impact on the portfolio's valuation process
  • Strong understanding of capital market products including Credit derivatives, Swaps & Swaptions, corp CDS, contingent CDS and as well as knowledge of CVA/FVA modeling especially in collateral posting, close-out, wrong-way risk, margin period of risk, CSA terms and conditions, collateral thresholds and rating-based collateral trigger
  • Strong understanding of Basel III, capital rules and concepts behind KVA (capital valuation adjustment) and RWAs
  • Good understanding of financial mathematics including probability theory, interest rates and credit risk modeling
  • Strong communication and inter-personal skills in order to interact confidently with Business, Quant, Finance senior management and other stakeholders
  • A lateral thinker experienced in being part of cross product / cross functional project teams
  • Attention to detail, strong team player, ability to multitask and work independently
  • Experience managing a small to mid-size teams
  • Very good Excel skills required
6

Valuation Controller Resume Examples & Samples

  • Contributing to consensus derivative pricing services
  • Calibrating models to independent derivative valuations
  • Assisting the trading desk to maintain model calibration in-line with the market
  • Maintaining and calibrating all fair value adjustments, including those required for
7

Valuation Controller Resume Examples & Samples

  • For CEM to ensure full coverage in performance of independent price testing across all fair value risk across both trading and banking books within the Markets Division. This is to be performed in reference to the published Compliance Statement
  • For CEM to ensure all appropriate fair value based reserves have been captured and calculated across all fair value risk across both trading and banking books within the Markets Division. This is to be performed in reference to the published Reserves Methodology Document
  • To have responsibility for the end to end Totem XVA consensus submission and return process
  • To ensure coverage gaps around testing and/or reserving population is appropriately escalated and sized for management attention. In addition, propose and take ownership to improve coverage metrics
  • To improve the quality classification of testing results through exploring new market data reference points and also adoption of appropriate testing methodologies
  • Explore the optimisation of the end to end testing and reserve calculation process such that increased review and analysis can be undertaken
  • Manage the delivery of input and reference data for performance of control deliverables, including source data completeness and external market data. Review to include timeliness of system delivery, handoff of quality from line (Business Control/Trader Control) teams, data quality (BC/TC and external data) and challenge success rates with external data providers
  • Maintain open and clear lines of communication with the extended team in Warsaw to ensure an efficient, seamless control environment
  • Maintain clear, effective communication of IPV/Reserving results intra-IPV group, intra-Business Unit Control (including adhoc analysis) and ultimately with the business
  • Input and ownership of specific sections within the monthly produced IPV memorandum
  • Support to development and implementation of Prudential Valuation calculations and reporting, taking into consideration EBA and PRA guidance
  • Provide SME input for CEM in facing off to numerous stakeholders. For example, but not limited to, Finance Change, Front Office, Market Risk
  • Provide SME input for CEM in the review of New Product approvals and risk assessments and Structured Transactions as raised by the business
  • Experience of/demonstrated ability re delivering results in a fast moving, dynamic environment with proven ability to adapt and be responsive to changing requirements
  • Business partnership role with experience of building strong business relationships and influencing at various levels
  • Experience of working across a wide range of Financial products and systems
  • Qualified accountant (or equivalent) with relevant experience in the Financial Services sector
8

Securitized Products Valuation Controller Resume Examples & Samples

  • Strong understanding across a range of Structured Products including Agency and Non Agency RMBS, CMBS, CLOs, TRUP CDOs and EU Securitizations. Strong understanding of valuation inputs, deal structure, waterfalls, cash-flow triggers, loan origination process, liquidation process, pricing models, servicing, government actions and market trends
  • Understanding of derivative products including structured bespoke transactions, Pay As You GO CDS contracts, Index products and model based products referencing RMBS securities
  • Coordinate valuation issues globally for similar products and work with other cross functions like front office quant team, Quantitative Risk Control, Market Risk Control, Global Valuation Reporting, Credit Risk Control and Product Control to attain consistency in approach/policies and resolve valuations issues
  • Prior experience in working with the traders, risk groups and management in addressing valuation issues
  • Ability to develop alternative valuation and estimation techniques by using limited market color
  • Have an understanding of accounting standards such as FAS 157, FAS 166 and other conventions such as Mark To Market (MTM), Available for Sale, Held to maturity and practical application of these. Keep up with changes in MTM accounting
9

Valuation Controller / Specialist Resume Examples & Samples

  • Ensure valuation and reserving methodologies are implemented in accordance with global policies and standards
  • Evaluate impacts of and providing transaction support on new products and businesses. This includes contribution to the ongoing pre-trade approval and new product approval processes
  • Conduct the Independent Price Verification process, which includes P&L discussion with the Front Office
  • Work with business controllers in reconciling, substantiating, and signing off inventory associated balances in the General Ledger at month end
  • Perform model usage controls, spreadsheet controls, valuation uncertainty reviews, vendor data reviews, market maker status reviews, market data rejection reviews, and approximate booking reviews
  • Support the valuation governance process by preparing and analysing materials for the regular valuation governance forums, ensuring materials are suitable for the targeted audience. This encompasses product valuation compliance reviews and valuation reserve methodology reviews
  • Support the resolution of regulatory recommendations, audit points, and control improvement points
  • Actively identify risk areas, including but not limited to unauthorized trading, and enhance both controls and efficiency of processes
  • Support valuation aspects of strategic systems development and implementation
  • Partner with other groups on specific valuation governance issues, in particular working with Front Office, Market Risk Management, and other colleagues in Product Control
10

Rates Valuation Controller Resume Examples & Samples

  • Valuation Governance & Execution
  • Member of a team responsible for valuation governance and execution. Valuation governance & execution include functions such as independent price verification (IPV), Valuation Adjustment, Model Validation, Spreadsheet Controls, Fair Value Leveling & related Disclosures (Pru Val/ASU), Valuation Analysis and reporting. Responsible for execution of tasks, ensuring data integrity and completeness. Responsible for compliance with firm's valuation policies and standards
  • Valuation Control Review & Consultation
  • Member of a team responsible for valuation control reviews and consultation. This core function includes Market Data Rejection review, Overrides, Aging Inventory Analysis, Stale Marks review, Compliance with VRG (Valuation Risk Group) policy, and Analysis of Disputed Marks. Responsible for execution of control review and analysis tasks, ensuring data integrity and completeness. Responsible for compliance with firm's valuation policies and standards
  • Control Reporting
  • Includes Escalation of Issues and Audit Points, identification of Control Improvement Points and Incidents and SOX documentation and testing
  • Supporting Change and Continuous Improvement
  • Identify process improvement opportunities to gain efficiency and to reduce manual spread sheet controls. Support testing of new processes and procedures
  • Standards, Issues and Escalation
  • Learn and apply valuation control standards especially relating to price testing methodology and AFITS (Actionability Framework Implementation Template). Analyse issues and escalate to the next level. When performing the core responsibilities, ensure controls are viewed from two perspectives
11

Valuation Controller Resume Examples & Samples

  • Reasonably ensuring that the portfolio for EMEA FX Local Markets businesses is fairly valued
  • Developing and carrying out price testing methodologies for both FX Local Markets products
  • Developing FVA methodologies and performing relevant calculations
  • Ensuring the correct classification of balance sheet inventory per FASB 157
  • Developing strong working relationships with the Desk, Finance, Audit, Quant and Market Risk partners throughout the firm
  • Enhancing existing control framework by reviewing independent pricing processes, assessing potential coverage developments and implementing new tools to enhance control efficiency
  • Liaising with brokers and external pricing services to identify and obtain most appropriate independent sources for corroborating L2 and L3 inventory valuation
  • Produce monthly EMEA valuation reports for desk heads, Controllers, and Risk
  • Following financial markets closely to ensure I am able to explain the triangulation of risks, P&L, and market moves
  • Preparing ad-hoc projects that arise relating to further streamlining (or retirement) of existing systems or assisting in the implement in the introduction of new systems
  • Performing ad hoc work on any new issues
12

Valuation Controller Resume Examples & Samples

  • Experience with rates and credits products in Valuation/Risk-related fields. Analytical and quantitative aptitude
  • Good existing knowledge of Asia EM markets and onshore/offshore derivative products in general. Experience in exotics products preferred
  • Understanding of valuation concepts in rates and credits products and related accounting knowledge
  • Ability to use core risk management systems (Kapital, Athena) and familiarity with Totem service preferred
  • Track record of dealing with Front Office and coordinating with other control groups
  • Strong communications skills and be comfortable interfacing senior management
  • Experience of dealing with Asian regulators would be beneficial
  • Keen eye for potential control deficiencies and desire/ability to rectify
  • Advanced Excel skills. VBA is a plus
13

Valuation Controller Resume Examples & Samples

  • Perform and execute IPV processes
  • Perform various month end IPV reporting as well as producing governance meeting materials
  • Data analysis to provide value added management information
  • Coordinate monthly IMPV reporting across the Fixed Income Division within the Investment Bank
  • Highly numerate with excellent knowledge of fixed income products
  • Excellent planning & organisng skills, and self-motivated individual able to learn quickly and work independently
  • Able to multi task and prioritise effectively to hit multiple deadlines
  • Excellent communication skills, able to articulate issues clearly & succinctly to management
  • High level of integrity and accountability with a sense of urgency and results-orientation
  • Strong control mind-set
  • Lateral thinker with excellent ability to apply a logical and analytical thought process to resolving issues
14

Exotic Rates Valuation Controller, AVP / VP Resume Examples & Samples

  • Oversight of Independent price verification and Reserves for the Rates portfolios at month-end
  • Prudential Valuation - maintenance and development of quarterly AVA calculations
  • Reduction of Untested IPV population with specific focus on Illiquid Inventory
  • Development of the IPV and Reserving calculations and methodologies, working with Front Office Quants and Global Technology to migrate existing processes to new systems
  • Manage relationships with and migration of work to overseas teams
15

Independent Price Verification Valuation Controller Resume Examples & Samples

  • Perform New Trade Review of the European Rates portfolios, including analysis on the day one profit & loss (P&L)
  • Provide an independent valuation judgment in the New Product Approval (NPA) and New Trade Approval (NTA) Processes
  • Perform Independent Price Verification (IPV) of the hybrid products within the European Rates portfolios
  • Prudent Valuation – perform calculations and work with the GVG Models and Methodology team to streamline the processes
  • Provide GVG input and analysis to IFRS13 Fair Value Measurement quarterly disclosure processes
  • Oversight of the reserving, including the calculation of independent Fair Value Adjustments by team members in the Mumbai Finance Centre
  • Project work including input into design of new independent valuation processes and detailed reviews of key elements of Rates portfolios
  • Focus on performing and improving key Valuation Control reporting requirements with the wider team
  • Discuss with the United States and Asia counterparts to ensure policies and procedures are globally consistent
16

Avp-rates Valuation Controller Resume Examples & Samples

  • Perform and execute IPV processes. For e.g. Pricing submissions, calibration, methodology reviews
  • Deliver IPV process improvements
  • Ensure compliance with control and policy frameworks
  • Develop strong and sustainable relationships with key partners across the business
  • Demonstrate commercial awareness and control when dealing with the business
  • The accuracy of the valuations used for financial reporting purposes
  • Detection of unauthorized trading. Escalate any issues or unusual items to supervisors in a timely manner
  • At least 2/3 years experience within an Investment Banks Fixed Income division
  • Previous IPV/Price Testing/Valuations exposure with a strong controls mindset 3
  • Good knowledge of risk and thereby the key drivers for valuation and P&L
  • Excellent communication skills, able to articulate complex issues clearly and succinctly to senior management
17

Valuation Controller Resume Examples & Samples

  • Ongoing production of monthly Prudent Valuation capital deduction and quarterly reporting to the PRA
  • Hedge effectiveness testing to ensure compliance of Prudent Valuation methodologies with Regulatory Technical Standards
  • Enhancements to methodologies and processes to optimise the Prudent Valuation calculation
  • Demonstrable experience of control focus including a track record of enforcing and enhancing the control environment in recent roles
  • Experience within a valuation review / IPV function (experienced product controllers will also be considered) with exposure to a range of exotic and vanilla derivatives
  • A numerate degree from a good university including exposure to statistical concepts
  • Prior involvement in Prudent Valuation related to multi-product derivative portfolios
  • Experience of working on longer term strategic projects and a demonstrable ability to balance short and long term deliverables
  • Previous experience of programming in VBA
  • An accounting qualification
18

Valuation Controller Rmbs Specialist Resume Examples & Samples

  • Have an understanding of derivative products including structured bespoke transactions, Pay As You GO CDS contracts, Index products and model based products referencing RMBS securities
  • Have expert skills in understanding deal documents, market research and application of the same on the portfolio
  • Perform ongoing reviews of valuation techniques to adapt to changing market conditions
  • Masters degree in Finance, Math, Economics, Engineering or an MBA. Quantitative background with some Modeling experience preferred. Bachelors in these fields would be considered with very strong relevant experience
  • A strong communicator, with a good understanding of the valuation of structured products, and an appreciation of the relationship between market risk exposure, valuation and P&L
  • Attention to detail, strong team player
19

Valuation Controller Resume Examples & Samples

  • Prepare cash flows modeling on the aviation and shipping leases and verify all projections and assumptions against independent external data sources
  • Assess assumptions made by the business team such as useful life, residual value, downtime, transaction costs, and discount rates to make sure they reflect the risks in the leases
  • Review credit profile of the counterparties and assess counterparty risk for all leases
  • Review major aircraft and ship types to assess asset risk in terms of re-lease and sales liquidity and residual value
  • Perform industry research to understand aircraft and ship leasing market dynamics
  • Analytical and risk control mindset; strong sense of integrity and independent thinking
  • Product knowledge, fully conversant with industry and accounting issues, valuation techniques, liquidity and risk issues as related to aircraft and ships
  • ABA or BS degree or higher, preferably with a Finance / Business / Economics or Financial Engineering background
  • At least 2-3 years of experience in areas of corporate credit analysis, impairment assessment, and pricing and valuation of fixed or financial assets
  • Ability to work under pressure to meet tight deadlines and deliver high quality outputs
  • Proficient computer skills particularly in Excel. Some basic VBA and SQL programming skills are very helpful
20

Valuation Controller Resume Examples & Samples

  • Independent Price Verification of the European Rates Trading portfolios
  • Provide regular reports as well as ad-hoc analysis to Finance, Senior GVG and Desk Management
  • Prudent Valuation– enhance and develop further the prudential valuation methodologies
  • Model Control – applying model limitations to the portfolio via Fair Value Adjustments
  • Continuous Process Improvement
  • Manage relationships with and migration of work to GVG Mumbai
  • Strong derivatives valuations experience
  • Good knowledge of Excel. VBA and database experience is desirable
  • Motivation to enhance current processes
  • Degree standard education
  • ACA / ACCA / CFA (part-) qualified or similar academic experience is desirable
  • Able to demonstrate an attention to detail with an understanding of key derivative valuation issues
  • Proactive, and seek to drive the processes forward, to continually add value
21

Valuation Controller Resume Examples & Samples

  • Market Risk, Valuations or Trading experience essential
  • Expert level of knowledge of valuation principles for linear and non-linear products
  • Excellent market convention and yield curve construction knowledge is essential
  • Deep knowledge of Financial Markets (multiple asset class knowledge is a plus)
  • Prior Hands-on experience with yield curve construction, knowledge of market conventions, etc
  • Strong PnL attribution and risk dynamics understanding (from 1st principles)
  • Strong system skills (Excel VBA, Access, SQL)
  • Continuous Improvement Focus
  • Good soft skills and university degree in related area (mathematics, financial mathematics, finance etc.)
22

Valuation Controller Resume Examples & Samples

  • Preparation and review of detailed valuation reports to include analysis/issues for reporting and discussion with Risk, Front Office, Model Validation and Finance
  • Generation and assessment of certain reserves required in the overall Fair Value process (Bid-Offer, model reserves, Day1 Reserves)
  • Testing of Exotics model calibration effectiveness – evaluation and reporting of calibration differences across the existing portfolio
  • Analysis, discussion and agreement of variances and methodology with Valuation Methodologies team, desk & Risk Management
  • Reporting of IPV results and Reserves to both the desk and to central Finance IPV reporting team
  • Continuous improvement of methodology and results generation approach and process platform
  • Calculation and review of valuation uncertainty under IFRS and Prudential Valuations including refining exiting methods
  • Provide value added service, maintain controls and challenge the business
  • Provide link between onshore London and offshore India based teams
  • Deal with ad hoc valuation issues and new business approvals
23

Valuation Controller Resume Examples & Samples

  • Production and reporting of monthly mark review to ensure positions are marked correctly in the firms books and records
  • As many of the positions are illiquid, this requires working closely with the Model Risk quantitative team within Valuation Control to develop innovative valuation techniques
  • Production and reporting of monthly Pruval capital calculation compliant with the regulatory technical standards
  • Regular contact with Product Control on a daily basis and in particular during the month end mark review process
  • Working with senior managers to improve efficiency by challenging processes and procedures
  • Strong analytical / quantitative skills and should have the ability to challenge the valuation methodologies proposed by the Business Unit
  • The ability to develop strong internal client relationships
  • Derivatives knowledge/experience highly beneficial
  • Should also have self confidence, have good communication skills and be a strong team player as it is important to interact successfully with the broader control function and business unit
  • Prior work experience within a Product Control or Valuations function preferred
24

Valuation Controller Global Valuation Group Resume Examples & Samples

  • Knowledge of Independent Price Verification of the European Rates Trading portfolios
  • Providing regular reports as well as ad-hoc analysis to Finance, Senior GVG and Desk Management
  • Prudent Valuation; enhancing and developing further the prudential valuation methodologies
  • Understanding, in-depth complex structures, using advanced Excel Cash-Flow modelling and the Bank’s internal pricing libraries
  • Applying model limitations to the portfolio via Fair Value Adjustments (Model Control)
  • Enabling Continuous Process Improvement
  • Managing relationships with and migration of work to GVG Mumbai
  • Dealing effectively with the Trading Desks, Finance Directors, Market Risk and Auditors
  • Strong foundation in, and an awareness of accounting requirements, best practice and market developments
  • Demonstrable and solid analytical and quantitative skills in order to support a valuation judgement
  • Ability to communicate clearly and effectively to all the stakeholders
  • Good knowledge of Excel. Visual Basic for Applications (VBA) and database experience (beneficial)
  • Has the motivation to enhance current processes
  • Educated to Bachelor’s degree level (or equivalent qualification or experience)
  • Association of Chartered Accountants (ACA) / Association of Certified Chartered Accountants (ACCA) / Chartered Financial Analyst (CFA) (part-) qualified or similar academic experience (beneficial)
  • Highly numerate, professional, thorough and pro-active
  • Able to develop strong working relationships with a broad range of stakeholders
  • Able to drive valuation-related initiatives
  • Pro-active, seeks to drive the processes forward and continually add value
25

Valuation Controller Global Valuation Group Resume Examples & Samples

  • Prudent Valuation; enhance and develop further the prudential valuation methodologies
  • In-depth understanding of complex structures, using advanced Excel Cash-Flow modelling and bank’s internal pricing libraries
  • Model Control; applying model limitations to the portfolio via Fair Value Adjustments
  • Dealing effectively with the Trading Desks, Finance Directors, Market Risk, and Auditors
  • Strong foundation and awareness of accounting requirements, best practise and market developments
  • Solid analytical and quantitative skills to support a valuation judgement
  • Good knowledge of Excel. VBA and database experience is preferable
  • Educated to Bachelor’s degree level, or equivalent qualification or experience
  • Association of Chartered Accountants (ACA) / Association of Certified Chartered Accountants (ACCA) / Chartered Financial Analyst (CFA) (part-) qualified or similar academic experience is desirable
  • Highly numerate, professional, thorough and proactive
26

Equities Valuation Controller Resume Examples & Samples

  • Monthly independent valuation of the Equities portfolio using external data sources
  • Working with Equities and Equity derivatives such as Options, Futures, Swaps, ETFs, Warrants, etc
  • Preparing summaries on review results for senior finance executives and the trading desks
  • Strong finance background as well as knowledge of and interest in Equity products and markets
  • Advanced Microsoft Office skills with special regards to Excel, where VBA knowledge is a plus
27

Valuation Controller Resume Examples & Samples

  • Regular communication and interaction with other areas of Product Control and management in Singapore
  • Maintenance of a robust control environment
  • 1-4 years of PC or related experience is required for this role. Prior exposure to valuation control or quantitative analysis within an investment bank or financial services organization will be regarded favorably
  • Good undergraduate degree in a quantitative discipline
  • Master’s degree in Mathematical Finance or equivalent will be preferred but not compulsory
  • Engineering degree will be preferred
28

Valuation Controller Global Valuation Group Resume Examples & Samples

  • Providing independent Price Verification of the European Rates Trading portfolios
  • Ensuring prudent valuation; enhancing and developing further the prudential valuation methodologies
  • Ensuring in-depth understanding of complex structures, using advanced Excel Cash-Flow modelling and the Bank’s internal pricing libraries
  • Ensuring model control, applying model limitations to the portfolio via Fair Value Adjustments
  • Ensuring continuous Process Improvement
  • Managing relationships with, and the migration of work to GVG Mumbai
  • Strong understanding of accounting requirements, best practice and market developments
  • Solid analytical and quantitative skills in order to support a valuation judgement
  • Good knowledge of Excel
  • VBA and database experience (beneficial)
  • Demonstrates motivation to enhance current processes
  • Educated to Bachelor’s degree level (or equivalent qualification / work experience)
  • Ability to develop strong working relationships with a broad range of stakeholders
  • Ability to demonstrate attention to detail with an understanding of key derivative valuation issues
  • Ability to drive valuation-related initiatives
  • Proactive, seeks to drive the processes forward and to continually add value
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Securitized Products Valuation Controller Resume Examples & Samples

  • Monthly independent valuation of the global Securitized Products portfolio using external data sources and internal models
  • Working with securitized products such as asset-backed securities, mortgage-backed securities, collateralized debt obligations, credit default swaps, etc
  • Enhancing and streamlining existing working processes
  • Understanding global financial markets, following up market movements and understanding impact on the business
  • College/University degree in Finance/ Economics
  • Ability to assimilate complex information rapidly
  • Strong finance background as well as knowledge of fixed income products (preferably asset and mortgage-backed securities)
  • Ability to identify, analyze, condense, and articulate complicated ideas and findings clearly and succinctly
  • Advanced Microsoft Office skills, particularly in Excel (preferably with at least basic VBA knowledge)