Valuation Risk Controller - Senior Manager

HornBill's client in New York, New York (NY) is seeking strong Valuation Risk Controller - Senior Manager candidate for Valuation Control covering Emerging Markets and Rates Products. The candidate will be primarily responsible for mark review execution, management, coordination, and delivery across multiple fixed income portfolios. Responsibilities:

• A successful candidate will be able to manage exotic rates valuations to ensure compliance, fair value accounting policy and valuation controls as well as responsible for setup and consolidation of valuation results for the structured rates desk
• Work with strategy/modeling teams to conduct assessment of models used for valuations of derivatives and other financial instruments, assessment of valuation methodologies, testing of valuation tools, identification and resolution of valuation discrepancies, and communicating assessments to senior management and challenging Model Developers
• Utilize proprietary models, Bloomberg, etc. to derive market-based prices
• Work closely with traders and risk management to resolve pricing disparities, substantiate significant mark ups/downs, and report valuation review results to senior management
• Liaise with Global Product Control to validate P&L and understand new transactions
• Perform production and policy review regarding the firm's quarterly accounting disclosure

• Strong academics required with preference for an advanced degree in a quantitative discipline, e.g. Financial Engineering, Statistics, Mathematics, Physics or Engineering
• The ideal candidate will possess 3-7 years working experience with valuations or product controllers direct working knowledge of Rates products, including both vanilla and structured products
• Strong mathematical background and modeling skills
• Computational skills using VBA/Excel preferred
• Strong inter-personal skills in order to interact confidently with Front Office Trading and Strategists, Finance senior management, and other Internal and External Stakeholders
• The candidate needs to be able to challenge the valuation methodologies proposed by the Business Unit Quantitative Analysts
• Ability to work effectively as a member of the team and independently
• Strong written and oral communication skills
• Proven problem solving and trouble shooting skills
• Control-minded with strong attention to detail
• Work effectively under pressure when confronted with tight deadlines
• Ability and willingness to adapt to new challenges in a dynamic environment