Valuation Controller Illiquid Credit
Department:
Job Summary
Join a team where you will apply your data science skillset to ensure fair value across complex products. As part of the Valuation Control Group you will play a critical role in ensuring accurate pricing and robust controls across a diverse portfolio. This is your opportunity to collaborate with senior leaders and influence key decisions. We value innovation analytical thinking and a commitment to excellence. Make your mark in a role that offers both challenge and growth.
As a Valuation Controller specialising in credit markets in the Valuation Control Group you will deliver data-driven solutions leveraging the latest technologies to ensure the accuracy and consistency of fair value assessments across a wide range of financial products. You are expected to deliver impactful analysis to enhance valuation control. Were looking for people who have a curious mindset are solution-oriented and are passionate about new technology. Your work will help us meet regulatory standards and deliver value to our clients and stakeholders.
Job responsibilities:
- Work closely with valuation controllers to understand business challenges and identify where data science can add the most value
- Contribute to the design and development of analytics and models to monitor and assess valuation risk for illiquid credit products
- Help build tools for outlier detection benchmarking and systematic monitoring of valuation inputs and outputs
- Assist in developing approaches to infer fair value for illiquid instruments using sparse market data and proxy relationships
- Explore and evaluate new data sources tools and techniques (e.g. Databricks functionality) that could enhance the teams capabilities
- Collaborate with technology and quantitative research teams to implement solutions on strategic infrastructure
- Build your expertise in illiquid credit products valuation methodologies and the regulatory landscape with support from the team
Required qualifications capabilities and skills
- Degree in numeric fields or STEM related fields such as statistics computer science data science etc
- Knowledge and interest in financial markets and willingness to learn about financial product valuation
- Experience working with AI/ML
- Proficiency in programming languages such as Python and familiarity with core data science libraries
- A self-starter mentality youre comfortable taking initiative working through ambiguity and figuring things out with support rather than step-by-step instructions
- Strong written and verbal communication skills
Preferred Qualifications Capabilities and Skills:
- CFA certification
- Experience with cloud-native platform infrastructure (AWS Databricks)
About Company
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans ov ... View more