CFO Valuation Specialist - Global Markets and International Finance

Overview

This position is responsible for establishing valuation control methodologies for complex portfolios of instruments and risks, covering Securitized Products, Credit Products, Distressed Credit, Commercial Real Estate, Municipals, and Leveraged Finance.

• Develop and enhance technical valuation policies and standards, improving methodology, documentation, and Valuation Controls (VCs).
• Conduct technical analysis of existing methodology development, VC execution, reporting, and governance processes, identifying areas of improvement for VC areas in scope including Independent Price Verification (IPV), IPV and Fair Value Hierarchy Classification, Fair Value Adjustments, Valuation Uncertainty metrics and Prudent Valuation Adjustments.
• Drive improved controls over proxy data, overrides, calibration error, model risk, and untested parameters/risks while improving valuation uncertainty metrics and market data back testing.
• Collaborate with Traders, Market Risk, Model Risk Management, Front Office Quants, Product Controllers, and senior managers on valuation related matters, communicating complex valuation matters to senior management, Auditors, and Regulators.
• Define Fair Value Hierarchy classification and substantiation approaches, such as creating the framework for product risks and portfolios.
• Perform data analytics to better understand valuation uncertainty, independent data quality, liquidity, observability, and trends.
• Lead strategic projects supporting valuation analytics and architecture.
• Partner with Product Finance Control teams, front-line model developers, and validation teams, implementing new models, challenging price testing methodologies, and driving the development of new methodologies.

• Minimum of 5 years’ experience in a large financial services organization performing valuation control, risk management, and/or model development.
• Bachelor’s degree in Business, Finance, Engineering, Mathematics, Statistics, or a related field.
• Proficient in quantitative knowledge of financial markets and products, and a practical understanding of pricing and risk management techniques to evaluate valuation control procedures.

• Experience in creating and enhancing independent product valuation methodologies focused on Credit, XVA (CVA, FVA, DVA), structured notes, or commodities.
• Knowledge of market data calibration methodologies and the associated model control framework (development, enhancement, and maintenance).
• Understanding of Prudential Valuation regulation and its implementation.
• Programming skills in Python for design, development, and automation.
• Professional communication skills, ability to convey complex issues to senior stakeholders or regulators.
• Prior experience influencing and collaborating with stakeholders across functions/divisions.
• Master’s degree in Business, Finance, Engineering, Mathematics, Statistics, or a related field (preferred).

• Analytical Thinking
• Attention to Detail
• Data Modeling
• Risk Analytics
• Risk Modeling
• Financial Forecasting and Modeling
• Price Verification and Valuation
• Problem Solving
• Scenario Planning and Analysis
• Business Acumen
• Business Analytics
• Consulting
• Influence
• Reporting

1st shift (United States of America), 40 hours per week.

Annualized salary: $ – $ (based on experience, education, and skill set). This role is eligible to participate in the annual discretionary plan and is benefits eligible.

Benefits include industry-leading benefits, paid time off, and resources to support employees' physical, emotional, and financial well-being.