An interesting position in Valuation Risk Control providing insight into valuation practice of a broad range of product classes, including Equities, Rates, FX, Commodities and Credit.
Participation in the monthly independent price verification process, i.e. price testing of the Zurich ITS trading positions
Provide quantitative support on valuation adjustments (OPA, CAV, DVA, IPV, US GAAP)
Provide Fair Value Measurement details to Group Finance for disclosure
Supporting valuation aspects of key complex tools and strategic systems development and implementation
Close collaboration with Trading, Quant Strats and Risk Management
You Offer
Degree/ studies in Financial Mathematics or similar
At least 5+ years of work experience in financial institutions in a similar role
Technical focus, profound skills in Excel, R, SQL, VBA or Python is needed
Trading experience is an asset
Diligent person working independently and taking initiative
Interpersonal and communication skills to enable them to develop relationships with their key clients
You have high level of integrity and accountability with a strong sense of urgency and results-orientation.
You are a dedicated problem solver with a positive, empathetic personality and can-do attitude who loves to handle multiple challenging priorities and assignments
Fluent in English
*LI-CSJOB*Mr. N. Scialom would be delighted to receive your application.
