Head of Valuation Control, Full-Time (f/m/d)

Tasks

• Tracking and monitoring activities by Julius Baer's relationship managers regarding all deals and legal matters after closing
• Continuous monitoring to ensure accurate financial reporting
• Focus on funds, open accounts, and income statements
• Ensuring data integrity across systems
• Drafting trading terms and documentation in complex, highly negotiated environments
• Expertise in the development of macros, P&L, GVA, AGLA/GLA, OTIR, and derivatives

Requirements

• Degree in finance, economics, mathematics, engineering, or a quantitative field
• Extensive experience in risk or finance (five years), as well as at least two years of experience in valuation control, market risk, or related banking/control functions
• Strong technical skills and an interest in financial data modeling
• Ability to create APIs, generate visual dashboards, or model projections
• In-depth technical expertise in re-value generation, PVA calculations, moves, and PVA, including market price snapshots, model risk, and internal risk limits
• In-depth technical knowledge of complex derivative instruments; currency options
• Advanced understanding of capital structures, the money market, credit, and trading under regulatory regimes
• Preferred familiarity with FIS, Aladdin (or similar) rating systems
• Excellent written and verbal communication skills
• Fluency in English (knowledge of additional languages is a plus)
• Ability to solve problems, analyze discrepancies, and identify root causes in coordination with front-office and middle-valuation teams
• Extensive knowledge of risk management and regulatory requirements (SFIN 1.8, Basel, EMIR) related to fair value
• Business-level English proficiency; German (not essential)