Senior Asset Valuations Specialist (London)

Insight Investment; City Of London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A leading asset management firm in London is seeking a Senior Asset Valuations Specialist. You will lead the Asset Valuations team, ensuring quality standards in valuation processes. Ideal candidates will have extensive experience in derivatives and a solid understanding of pricing models. This role offers the opportunity to engage with various stakeholders and improve asset valuation practices within a collaborative environment.

Qualifications

• Experience in Product Control, Risk, or Middle Office role in Investment Bank.
• Strong knowledge of fixed income derivatives and loans.
• Familiarity with regulatory requirements and pricing policies.

Responsibilities

• Perform quality control checks on asset valuations.
• Work with model owners to remediate valuation issues.
• Prepare metrics for senior committees.

Skills

Experience of derivatives

Excellent understanding of OTC derivative pricing

Strong MS Excel

VBA, SQL knowledge

Understanding of OTC Collateral Management

Experience with Bloomberg

Job description

Insight Investment is looking for a Senior Asset Valuations Specialist to join the Asset Valuations team in London. In this role, you will assist with the upscaling of the team’s expertise and broadening remit. This role combines team leadership, stakeholder engagement and technical expertise to maintain high quality standards in valuations processes, enhance efficiency, manage / reduce operational risks and provide ad hoc expertise assistance on valuations for a wider set of products.

Role Responsibilities

• Perform daily, monthly and quarterly quality control checks on OTC and Sec Fin asset valuations
• 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 and Valuation Committees
• Improve valuation policy and practise 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 to assess the theory of the models

Experience Required

• Experience of derivatives, including but not limited to IRS, Inflation products, CDS, Equity Swaps and Options, ideally gained in a Product Control, Risk or Middle Office role in an Investment Bank and/or a Valuations, Control or Middle Office role in an Investment Manager
• Excellent understanding of OTC derivative and Secured Finance asset pricing – to include but not be limited to IRS, Inflation, Options, other fixed income derivatives and loans
• Strong MS Excel, and VBA, SQL knowledge beneficial
• Understanding of OTC Collateral Management including impact of CSA terms
• Experience of exchange traded derivatives and securities valuations
• Experience with Bloomberg
• Familiarity with regulatory requirements, governance and pricing policy frameworks

Insight is committed to being an inclusive employer and encourages applications from all suitably qualified applicants irrespective of background, circumstances, age, disability, gender identity, ethnicity, religion or belief and sexual orientation. If you are a candidate with a disability, or are assisting a candidate with a disability, and require an accommodation to apply for one of our jobs, please email us at [e-mail]

About Insight Investment

Insight Investment is a leading asset manager focused on designing investment solutions to meet its clients’ needs. Founded in 2002, Insight’s collaborative approach has delivered both investment performance and growth in assets under management. Insight manages assets across its core liability-driven investment, risk management, full-spectrum fixed income, currency and absolute return capabilities.

Insight has a global network of operations in the UK, Ireland, Germany, US, Japan and Australia. More information about Insight Investment can be found at: www.insightinvestment.com