Job Description

Join us as a Core Treasury Team Lead

• Youll be responsible for the valuation of complex financial instruments and handing reserving issues, assessing, and proposing changes to valuation methodologies and compliance statements
• Well look at you to support project and process improvement initiatives, collaborate with management in the review and challenge of team outputs
• Its a chance to develop your existing skills and build working relationships with colleagues, leveraging best practices across the wider Finance function
• We're offering this role at associate vice president level

What you\'ll doIn this key role, youll undertake financial instruments valuation, PruVal, Bid-Offer reserves and other financial reporting in line with business requirements and support supervision over delivered reporting. Youll also be responsible for building and reviewing valuation methodologies to ensure accuracy and consistency.Day-to-day, youll be:

• Resolving all non-standard queries and supporting resolution of complex queries on processes and methodologies
• Preparing monthly consolidated reports and monthly governance reports including Franchise IPV, Valuation Committee packs along with running and assisting meetings with key stakeholders
• Identifying improvements in executed processes to obtain efficiencies and improve key controls
• Enhancing existing valuation control solutions, including reviewing independent pricing processes and tools, assessing potential coverage developments, and implementing innovative solutions to enhance control efficacy
• Developing appropriate tools including valuation control systems, MI reporting or end user developed solutions utilising programming skills

The skills you\'ll needWere looking for someone with four or more years of experience, ideally in a valuation control or product control function. Youll need to have an excellent understanding of xVA, particularly FVA and CVA, equity derivative products, volatility surfaces and interest rate curve construction.Youll also need:

• An understanding of basic statistical concepts
• Good problem-solving skills, with the ability to apply finance knowledge and experience to a diverse range of financial issues
• Experience of managing a small team of finance professionals
• Experience of working and building strong business relationships in a changing environment

Hours 45Job Posting Closing Date: 08/07/2024

NatWest Group