Valuation Controller

See job description for details

An exciting opportunity has just come for you to join ANZ as a Valuation Controller within our Valuation Control Group.
  • Role within Global Markets Finance
  • Market Risk, Valuations, or Trading experience essential
  • Contribute to the Bank’s Regional goal
About the role
As a Valuation Controller, you will be responsible for supporting all aspects of the Rates Validation (RV) across all asset classes. As an expert on yield curve construction, market conventions, in-house library analytics, and regulations, you will apply your technical skills and market knowledge to ensure that rates and yield curves are accurate for EOD valuations. This role will also be responsible for performing linear Independent Price Testing (IPV) across asset classes, including but not limited to inflation, bond and CDS, and commodity.

Key to your role will be a demonstration of a strong understanding of PnL attribution risk dynamics, market standard modelling/valuation techniques, and audit requirements. In this role, you will also work closely with a range of stakeholders within Global Markets including Market Risk, Trading, FO Quants, Model Validation and Product/Financial Control, and will be involved in process and systems improvement projects. You will be involved in improving and streamlining existing Rates and Yield Curves controls/tools within the Valuation Control Group (VCG) and will help expand the Rates and Yield Curves Control world to cover non-compliant systems. You will also be responsible for effectively communicating and presenting complex information to a variety of stakeholders

About you
To be successful in this role, you will ideally bring the following –
  • Market Risk, Valuations or Trading experience essential
  • Expert level of knowledge of valuation principles for linear and non-linear products
  • Excellent market convention and yield curve construction knowledge is essential
  • Deep knowledge of Financial Markets (multiple asset class knowledge is a plus)
  • Prior Hands-on experience with yield curve construction, knowledge of market conventions, etc.
  • Strong PnL attribution and risk dynamics understanding (from 1st principles)
  • Strong system skills (Excel VBA, Access, SQL)
  • Continuous Improvement Focus
  • Good soft skills and university degree in related area (mathematics, financial mathematics, finance etc.)
About ANZ
ANZ is a leading regional bank with representation in 34 markets, focusing on core markets in Australia, New Zealand and Asia Pacific. As we continue our journey to build our global business and support our customers, we’re committed to attracting and retaining the best talent. We’ve made it our business to be an organisation where people strive, and are rewarded, for excellence.

We’re exploring new and better ways to progress the business with energy and enthusiasm. Backed by a proud and established heritage, we’re on a journey creating a regional bank. Connected by integrity and clarity of strategy, there is a real sense of excitement about the future.

At ANZ we aim to create a work environment where employee differences such as gender, age, culture, disability, sexual orientation, family and caring responsibilities and religion are valued.

We work flexibly at ANZ. Talk to us about how this role could be flexible for you.

Find out more about working at ANZ or to view other opportunities visit .

We connect you to a world of opportunity.

Watch our Global Stories to see how ANZ aims to meet the needs of our customers and to attract and retain the best people in a changing world ( ).

You may apply for this role by visiting ANZ Careers and search for reference SIN005443.