Manager, Valuations
Royal Bank of Canada View all jobs
- Toronto, ON
- Permanent
- Full-time
- Conduct Valuations Adjustments and IPV of designated complex trading books. Ensure IPV issues are reported and dealt with promptly.
- Leverage and develop knowledge in financial markets and products to evaluate adjustments to fair value, perform investigations and provide solutions.
- Provide detailed analysis of IPV/VA results and proactively communicate to related counterparties.
- Contribute to the maintenance and improvements of control framework, including SOX; Analysis on control check points to ensure inventory completeness, and contributing to strengthening controls; Input checks to ensure there are no operational issues in the IPV and VA; Reconciliations and pricing recalculations using different inputs.
- Explore market data sources for best measure of fair value, contribute to consensus service submissions.
- Improve existing work practices, including existing valuation procedures, methodology and implementation, and develop best practice to ensure that all processes are up-to-date and follow RBC’s risk policies and procedures.
- Undergraduate degree or above in a finance and/or quantitative area
- 4 years relevant experience with financial products across various asset classes including derivatives
- Strong programming skills including VBA, Python and database queries tools
- Understanding of valuation processes and impact
- Strong written and verbal communication skills
- Strong teamwork and time management skills, demonstration of drive and initiative
- Knowledge of Bloomberg and other financial analytics software such as Totem, Felix
- Knowledge of Version-Control tools