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Absa Bank Limited (Absa) is a wholly owned subsidiary of Barclays Africa Group Limited. Absa offers personal and business banking, credit cards, corporate and investment banking, wealth and investment management as well as bancassurance. Barclays Africa Group Limited is 62.3% owned by Barclays Bank PLC and is listed on the JSE Limited. The Group is one of A...
Job Summary
Suitable candidates are expected to have 4-7 years industry experience having worked their way in a valuations control or middle office role with a top tier Investment Bank. Facing off with the trading desk candidates will need to demonstrate knowledge /experience of Price Testing, Yield Curve Analysis / Construction, Valuation Adjustments, Model Validation, Middle office, Documentation, Implementation of Processes / Procedures, Best Practices. An ideal candidate should be familiar with new derivatives valuation techniques like OIS/CSA Aware Discounting, Credit Valuation Adjustment etc…
Job Description
The overall job purpose is to independently verify the appropriateness of the Fair Valuation of the Trading Positions.
Accountability
Accountability: Valuations Control Core responsibilities
Product Control Line Support
Complex Trade Reviews
Education And Experience Required
Technical Knowledge
Education
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