Finance Analyst - Product Valuations

Up to 80000.00 GBP Annual
15 Sep 2017
13 Oct 2017
Contract Type
The Global Valuations Group partners with the Model Risk Management, Quantitative Strategies Group, Market Risk, Trading and IT, amongst others, to provide insight and to ensure it stays on top of market and internal developments to provide effective controls.

Independent valuations is one of the primary controls to ensure accurate and consistent marking of transactions the bank has on its books.

GVG is a cross product and cross region function within the CFO function that is responsible for governance, oversight, challenge, development and enhancement work around the valuations framework.

As a Senior Finance Analyst your main responsibilities will involve:

* Working with Business Finance & Control to ensure the bank has a consistent valuations framework that meets requirements, internal and external, and provides effective controls
* Partner with other groups (including Model Risk Management, Quants, Market Risk, Trading and IT) to provide feedback from the control process and understand forthcoming developments
* Provide an effective challenge to current processes and propose enhancements where required
* Define, develop and implement new processes and procedures to improve controls

As a Senior Finance Analyst your skills/competencies would include:

* Degree in mathematical finance or a technical subject (Higher degree is preferable)
* Experience of working in a quantitative finance role (in any asset class)
* Programming ability (preferably Python)
* Good communication and writing skills
* Ability to coordinate/ multi task and deliver to deadlines


* Understanding of derivative option pricing frameworks (any asset class)
* Good product, trading strategy and risk hedging understanding (any asset class)

Nice to have:

* Knowledge of the regulatory environment (and challenges) around valuations
* Accounting Knowledge

McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.