Independant Valuation Controller - Sandton at Absa South Africa

Job Summary

To provide specialist advice and support in area of specialisation enabling the effective implementation of risk frameworks.

Job Description

Facing off with the trading desk, Market Risk and Quants and Product Control Line, candidates will need to demonstrate knowledge /experience of Price Testing, Yield Curve Analysis / Construction, Valuation methodology, Model Validation, Middle office, Documentation, Implementation of Processes / Procedures, Best Practices. An ideal candidate should be familiar with new derivatives pricing techniques like OIS/CSA Aware Discounting, XVAs

Education

Master's Degree: Accounting (Required)