Valuation Control Quant
16 hours ago
In Swedbank you have the opportunity to:
- Lead the design, prototyping, and oversight of IPV, VA, and PVA methodologies across IR, FX, Credit, and Equities (including derivatives, structured, and non-linear products).
- Analyse the consistency and completeness of IPV, VA (including XVA), PVA, and PnL control methodologies across asset classes.
- Provide valuation insight and challenge to trading desks, model validation, and risk teams; escalate valuation concerns and influence product and model governance decisions through ValCom and VRG.
- Partner with Front Office, Model Validation, Risk, and accounting teams to ensure valuations are timely, accurate, and compliant with regulatory requirements.
- Own regulatory topics within the valuation framework (IPV/VA/PVA/PnL), ensuring alignment with applicable regulatory regimes and internal policies.
- Drive the remediation of regulatory matters, audit findings, and control-related reporting obligations.
- Manage relationships across Front Office, Finance, Risk, and Audit functions.
- Lead and mentor junior quants and analysts within the Valuation Control function, fostering a culture of analytical rigour and control excellence
- Master's degree (or equivalent) in Quantitative Finance, Mathematics, Engineering, Physics, or a similar quantitative discipline.
- Demonstrated experience in valuation, market risk, model development/validation, or quantitative control roles within a bank or financial institution, covering Interest Rates, FX, Credit, and Equities.
- Deep product knowledge across one or more of the asset classes: Interest Rates, FX, Credit, and Equities.
- Strong understanding of valuation methodologies for fair-valued instruments.
- Programming skills (Python preferred) and experience with data analytics tools (SQL).
- Solid understanding of regulatory developments in the valuation framework. Knowledge of relevant regulation and best practice in valuation control (e.g., IPV, prudent valuation, reserves, audit) is strongly preferred.
- Excellent stakeholder engagement and communication skills; able to explain complex quantitative issues clearly to Front Office, Finance, Risk, and Audit management.
- Proven track record of building and improving control frameworks and influencing change in a dynamic environment is preferred.
- Personal and professional growth through self-leadership and continuous development.
- Meaningful work that positively impacts our workplace, our customers, and society.
- An open and collaborative culture that encourages cross-functional teamwork and provides networking opportunities.
- A supportive and inclusive environment that promotes a balanced and sustainable work-life, with flexible working conditions when suitable for the role.
- Benefits such as our share based reward program Eken, company pension plan, employee offer for banking products, health insurance.
Work alongside a diverse international team dedicated to delivering excellence in valuation control, driving innovation, and supporting Swedbank's commitments." Marco Vismara, your future manager
We look forward to receiving your application byLocation: Stockholm, Sundbyberg
Recruiting manager: Marco Vismara
Wemay begin the selection during the application period, so we welcome yourapplication as soon as possible.
We have done our medium for recruitment and therefore decline contact with advertising sellers or sellers of other recruitment services
Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability – everybody is welcome.
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Valuation Control Quant Developer
16 hours ago
Sundbyberg Municipality, Sweden Swedbank Full time $190,000 - $240,000 per yearWe are seeking an experienced and technically strong Valuation Control Quant to join our Valuation Control Quant and Governance team.This role plays a key part in maintaining the integrity, robustness, effectiveness, and documentation of valuation adjustment (VA), independent price verification (IPV), prudent valuation (PVA/AVA), PnL control, and governance...