Valuation Controller (Banking)

We are currently partnering with a leading International Bank who have a strong footprint within the Asia Region.

They are looking to hire a Valuation Controller into their finance team.

The successful candidate will oversee the IPV and Fair Value Assessments across a range of financial markets products. There will be a focus on developing and improving existing valuation methodologies and ensuring full compliance with all regulatory and accounting standards.

This role will be responsible for the following:

• Own and oversee BAU Independent Price Verification (IPV) processes across a wide range of products, including structured notes, Bermudan swaptions, caps/floors, and other exotic or bespoke derivatives.
• Lead valuation governance activities, including the review, enhancement, and validation of valuation models, IPV frameworks, and reserve methodologies, in line with regulatory requirements and internal risk standards.
• Produce and present clear IPV and reserve analysis to Trading, Risk, and senior management, translating complex quantitative and macro/microeconomic drivers into actionable business insights.
• Act as the senior IPV authority for the Structured Note Issuance Program, partnering with Trading, Sales, Legal, Operations, and Technology to support product issuance and strategic growth.
• Deliver complex ad hoc technical analysis, including reserve assessments and multi-dimensional scenario analysis, to support new, complex, and portfolio-level transactions
• Drive automation initiatives to enhance the robustness, efficiency, and scalability of BAU IPV processes, acting as both a hands-on script developer and subject matter expert.

To be eligible for this role you will require:

• 15+ years’ experience within investment banking or brokerage, with a strong background in trading, risk management, product control/valuation, or quantitative roles.
• 10+ years’ hands-on experience across the full lifecycle of Structured Note issuance, including embedded derivatives such as FX options, swaps, and related products.
• Strong programming capability in modern languages, particularly Python for data analysis and automation and/or C++ for performance-critical valuation and pricing.
• Strong quantitative, analytical, and organizational skills, with a proven track record of designing, building, and maintaining complex valuation and pricing models.

Please contact Michael Durkin - email your cv directly in word format with job reference no. JOB-15954 to [email protected]

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

EA License: 16S8131

Recruiter License: R2090716