Model Validation Analyst

Job Description:
The Senior Valuation Analyst reports to the Head of Valuation, the Valuation team is responsible for ensuring complex or long dated deals are represented to full tenor in the trade book, accurately measured and valued, with any reserves clearly defined.
The successful candidate must be results-oriented, self-motivated and have the ability to thrive in small teams and very fast-pace environments. This role requires frequent interaction with Risk Managers, Traders, Finance, Technical and Derivative Accounting, Model Validation and Quantitative Risk. The candidate must have the ability to work independently, excellent communication and organizational skills, and a deep understanding of fair value principles and valuation of commodities and derivatives.
Responsibilities
Develop standard deal entry methodologies for complex and long dated contracts, ensuring that difficult to value elements such as physical optionality are considered. Ensure that these deals are...