Valuation Controller 100% (f/m/d)

Tasks

• Support the Head of Valuation Control in the day-to-day implementation and continuous improvement of the bank's valuation control framework
• Assume responsibility for key workstreams in the area of valuation control and prudent valuation adjustments (PVA), including analysis, reporting, documentation, and any necessary revisions to valuation models
• Conducting and supporting independent price verification (IPV), the review of valuation adjustments, fair value controls, and the assessment of valuation uncertainties
• Analysis of Valuation Discrepancies to Ensure Robust Valuation Governance
• Close collaboration with Product Control, Front Office, Market Risk, Model Risk, Finance, Regulatory Reporting, and Technology to ensure robust valuation governance
• Preparation and presentation of valuation control and PVA materials for management meetings, valuation committees, audit engagements, and regulatory discussions
• Support in the development and maintenance of method documentation, study designs, operating procedures, and governance standards
• Contribution to process improvement initiatives, automation efforts, and control enhancements in the areas of valuation control
• Use of Python, Datakub, or similar tools to enhance data analysis, optimize reporting, and improve operational efficiency
• Serves as a subject matter expert and point of escalation for matters related to valuation control, PVA, and valuation governance

Requirements

• Strong technical knowledge of valuation control, independent price verification (IPV), fair value governance, valuation adjustments (PVA), and valuation uncertainty
• Practical experience with product evaluation frameworks and acquisition methodologies
• Understanding of financial instruments, including fixed income, interest rates, credit, foreign exchange, derivatives, and structured products, as well as their characteristics and drivers
• In-depth knowledge of accounting principles and standards such as IFRS or U.S. GAAP
• Familiarity with financial systems, data structures, and reporting tools
• Strong understanding of regulatory expectations regarding assessment, including the ECB SREP, BCBS, and Basel Committee guidelines
• Experience in developing, reviewing, or scrutinizing valuation models
• An analytical and logical approach to thinking, with structured problem-solving
• Strong documentation skills and clarity of expression
• A high degree of integrity, independence, and professional judgment
• Strong stakeholder management and communication skills
• A proactive approach to identifying risks and suggesting improvements