Asset Valuations Analyst
Insight Investment
full-time
Posted on:
Location Type: Hybrid
Location: London • United Kingdom
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About the role
- Perform daily, monthly and quarterly quality control checks on asset valuations across our defined remit
- Work with pricing model owners to develop action plans to remediate valuation issues
- Monitoring findings, recommendations and management action plans resulting from valuation issues, ensuring timely and appropriate actions are taken to address concerns
- Prepare metrics and assist in reporting on asset valuations to various senior committees including the OTC Pricing Committee and the Valuation Committee
- Improve valuation policy and practice awareness through regular coordination with key stakeholders
- Develop and improve processes and procedures supporting asset valuations
- Maintain active engagement with vendors (i.e. market data vendors) and counterparties, and third parties, where it relates to the valuation of Insight managed positions
- Ownership of pricing and valuation policies; validation of adherence, updating policies, subject to appropriate committee approval
- Assist with model validation testing plans, evaluate the appropriateness of model inputs, and assess the theory of the models
Requirements
- Experience of derivatives, including but not limited to IRS, Inflation products, CDS, Equity Swaps and Options, ideally gained in Product Control, Risk or Middle Office role in an Investment Bank and/or a Valuations, Control or Middle Office role in an Investment Manager
- Good understanding of OTC derivatives pricing – to include but not be limited to IRS, Inflation, Options and other fixed income derivatives
- Good understanding of Secured Finance asset pricing beneficial
- Good MS Excel, and VBA/SQL knowledge required
- Understanding of OTC Collateral Management including impact of CSA terms
- Strong and enthusiastic team player with excellent communication skills
- Excellent organizational skills, proven ability to multitask and prioritize tasks
- Ability to work to tight and fixed deadlines
- Experience with Bloomberg beneficial
- Demonstrable ability to improve and streamline existing processes
- Excellent problem-solving skills
- Proactive and flexible approach
- Strong analytical skills, attention to detail and the ability to solve complex problems
- Familiarity with regulatory requirements, governance and pricing policy frameworks
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
derivativesOTC derivatives pricingMS ExcelVBASQLmodel validationpricing modelsvaluation policiesasset pricingregulatory requirements
Soft Skills
communication skillsorganizational skillsmultitaskingproblem-solving skillsanalytical skillsattention to detailteam playerproactive approachflexibilityability to meet deadlines