Independent Price Verification Specialist Independent Price Verification Specialist …

in Charlotte, NC, United States
Permanent, Full time
Last application, 22 Sep 21
in Charlotte, NC, United States
Permanent, Full time
Last application, 22 Sep 21
Model valuation/derivative specialist within the enterprise-wide center of excellence group that will be responsible for ensuring accurate valuations of and performing validation processes across all capital markets products, including but not limited to trading and AFS securities in addition to derivatives. THIS INDIVIDUAL IS RESPONSIBLE FOR THE IMPLEMENTATION AND ADMINISTRATION OF PRICE VALIDATION OF MODEL VALUATION RESERVES AND PERFORMANCE OF IPV IN OUR INTEREST RATE DERIVATIVES AREAS. THE POSITION REQUIRES THE COORDINATION WITH THE MODEL GOVERNANCE GROUPS, FRONT OFFICE QUANTS, FRONT OFFICE, MARKET RISK AND OTHER INTERESTED PARTIES TO ENSURE PROPER & CONSISTENT APPLICATION OF MODEL VALUATION.


  •  6+ years’ experience within product valuations (IPV independent price verifications for derivatives, equities, FX, commodities)
  • Product/trading knowledge
  • Valuation testing, Valuation modeling, Model Risk
  • CVA  (Credit Valuation Adjustment)
  • Experience working with Bloomberg, Thompson Reuters, Calypso, Markit Totem
  • Strong written and verbal communication skills as this resource will be interacting directly with traders that sit in a different location
  • Intermediate Excel skills (ideally advanced Excel skills)


  • Masters Degree
  • Quantitative Analysis background or working knowledge with predictive modeling
  • Model Limitations
  • Experience building curves

Day-to-Day: Insight Global is looking for a Price Valuations Consultant to join at team full time at one of our major financial clients in the Charlotte, NC area. This person will be joining the team that is responsible for independent price validations for derivatives and will be a part of the team that handles the internal tool that traders use for Independent Price Verification. The ideal candidate will have at least 3-5 years of experience with derivatives valuations and pricing around traded products. In order for this person to be successful, they will need to have working experience with valuation testing and valuation modeling. This is going to be gradually transforming into a lead role, so the ideal candidate would also have experience leading or managing a small team. This team is currently in the process of adding major upgrades to the tool as well as having a high load of BAU work.

• Knowledge of capital markets products, including securities and derivatives

• Knowledge and understanding of model review and validation

• Experience in trading, valuing or price validating capital market instruments

• Previous experience with Model Risk Management practices including Model Governance and/or Model Validation

• The ability to effectively manage multiple projects with challenging timelines

• Ability to collaborate with internal and external partners

• Excellent communication skills; ability to clearly communicate with business partners, peers and senior management

• Strong conceptual and quantitative problem solving skills; ability to provide credible challenge

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