Minimum of Bachelors degree, or foreign equivalent, in Economics, Finance or a related field and at least five 5 years of postbaccalaureate progressively responsible experience in a related occupation for a global financial services firm. Qualifying experience must include at least five 5 years of progressively responsible experience with the following skills Constructing interest rate yield curves, inflation curves and equity volatilitycorrelation surfaces for independent price testing while using knowledge of interest rate, equity and inflation markets, yield curve construction techniques and financial mathematics; Reviewing complex independent price verification results including analysis of drivers and preparation of IPV reporting; Proposing solutions to automate price testing processes and strengthening controls; Executing and delivering an efficient and controlled processing environment including setting and shaping key IPV control points, processes reviews, and inquiries to PC and trading desks; Preparing and reviewing inputs for key financial disclosures in quarterly and annual reporting; Determining Fair Value Hierarchy FVH levels and submissions of financial instruments as per IFRS 13; Monthend reserves calculations for fair value positions including Bid Offer Reserves and other Model reserves Fair Value Adjustments; and Building and running various completeness reports to analyze the balance sheet completeness and monitoring and reconciling any trade breaks.
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