Senior Operations Manager

About the role

We are looking for a seasoned individual who has strong programming skills and good knowledge of Rates/FX/Commodities as an asset class. Further a similar Valuation control role experience in a large global bank is preferable. The position requires the person to have a deep understanding of derivatives, product knowledge, understanding of how different trading desks operate, their risk profiles and revenue generation mechanism.

What you'll do

• Define the methodology for IPV and associated Liquidity/Model/Deal Specific Valuation Adjustments (VA)
• Create the standard process to execute the methodology in line with compliance requirements. Implementation should be largely in python-based infrastructure
• Perform reviews and approval of all market data constructions, functions and models used in production to value transactions
• Review and Challenge the IPV processes conducted by Business Finance and Control (BFC)
• Review of material, new deals and changes to models and market data configurations

What you need

• 12–15 yrs of experience
• Valuation
• Python
• Market risk
• Front office
• Capital markets
• MBA or PhD or CFA

Good to have

• CFA