Valuation Controller 100% (f/m/d)

YOUR CHALLENGE

• Support the Head of Valuation Control in the day-to-day implementation and ongoing improvement of the Bank’s valuation control framework.
• Take ownership of key valuation control and prudent valuation adjustment (PVA) worksheets, including the analysis, reporting, documentation, and resolution of valuation issues
• Conduct independent high-value price verification (IPV), valuation adjustment reviews, fair value controls, and assessments of valuation uncertainty
• Analyze valuation differences, price robustness, governance, model or input limitations, data quality concerns, and key drivers of valuation uncertainty
• Work closely with Product Control, Front Office, Market Risk, Model Risk, Finance, Regulatory Reporting, and Technology to ensure robust valuation governance
• Prepare and present valuation control and PVA materials for management meetings, valuation committees, audit engagements, and regulatory disclosures
• Support the development and maintenance of methodological documentation, control design, operating procedures, and governance standards
• Contribute to process improvement initiatives, automation efforts, and control enhancements across valuation control activities.
• Use Python, Dataiku, or similar tools to streamline data analysis, streamline reporting, and improve control efficiency
• Serve as a subject-matter expert and point of contact for escalation regarding valuation control, PVA, and valuation methodology issues

Essential Requirements for Jobholders

• role (3+ years)
• Good technical knowledge of valuation control, independent price verification (IPV), fair value governance, valuation adjustments (PVA), and valuation uncertainty.
• Hands-on experience with prudent valuation frameworks and adjustment methodologies
• A strong understanding of financial instruments, including fixed income, interest rates, credit, foreign exchange, derivatives, structured products, and other financial instruments.
• Able to review and challenge valuation models, pricing inputs, assumptions, discrepancies, and issues.
• Strong analytical skills, with the ability to interpret financial data, identify issues, and communicate findings clearly
• Experience preparing reports and presentations for senior management, valuation committees, auditors, and regulators
• Meticulous attention to detail, a strong sense of ownership, and the ability to deliver results under the scrutiny of auditors, regulators, and senior management
• Business-level fluency in English is required; German or other languages are a plus