Medium sized global Investment banking group seeks the talents of an experienced Valuations Controller for a newly created role in their London credit team. With a combined finance and risk team of just under 100 people in London, the firm are a well known organisation able to offer the global reach of a larger corporate combined with a down to earth and relaxed working culture. This is a flexible hire with the team able to accomodate someone at either AVP or VP level depending on experience.

Responsibilities will include:

- Produce risk analysis and P&L on CVA and FVA activities
- Explain changes in risk profile as indicated by measures
- Perform daily control on off market price, treasury and risk metrics.
- Control and report new and modified P&L on XVA fees
- Understand the capital regime applicable to CVA/ FVA risk and ensure compliance.
- Business partner and support front office with ad hoc queries
- Identify operational risks and design corrective action plan
- Support IT and wider finance/risk team with ongoing improvements to systems
- Ad hoc project work as required

Your background is likely to be:

- Degree level or equivalent qualification required, preferably in financial disciplines
- Proven experience in an IPV / Valuations role, with exposure to complex credit products
- An understanding of risk areas covered including markets, models and products
- Strong Cross Product experience with good understanding of pricing models and associated market data with sound understanding of Credit Risk Measurement and methodology
- Strong proficiency with Excel and VBA is required

Please apply online for immediate consideration or for more information or a confidential discussion please contact Glen Roberts at Marks Sattin on 020 73215000 or email glen.roberts@markssattin.com