Valuations Manager

Job Description

WHAT IS THE OPPORTUNITY?The Valuations Group (within Product Control) performs a critical 2nd line of defense control over the fair valuation of financial instruments held within RBC Capital Markets.In this role you will be responsible for pricing and independently valuing (Independent Price Verification, IPV) Equity and Equity Derivative products to ensure that they are a fair representation of traded markets.IPV results, along with any other Valuation Adjustments (VAs), are reported and communicated at least monthly. The role will collaborate closely with several impacted stakeholder groups including Finance, Front Office Trading teams and Enterprise/Market Risk (including Model Validation).WHAT WILL YOU DO?

Conducting daily, weekly and monthly IPV and VA calculation relating to various Equity related products, including derivatives (e.g. listed and OTC vanilla options (call/put), variance swaps, dividend swaps, exotic options, equity-linked no...