Head of Investment Valuation

Miryco Consultants are working with a FTSE 250 pension insurance specialist to hire a Head of Investment Valuation to own the delivery of asset modelling methodology and systems, short-term liquidity risk modelling and management, and other initiatives.

The successful applicant will report into the Director of Investment Operations & Reporting and fulfil an important role at the heart of the function, leading a team of valuation specialists.

Key Responsibilities:

• Lead the Investment Valuation team, driving strategy and shaping team outcomes.
• Oversee the accurate valuation of investment assets, derivatives, and repos, providing technical expertise.
• Develop and govern asset modelling methodologies for new asset types, in collaboration with asset managers.
• Maintain a master list of asset valuation and reporting requirements for asset managers.
• Own, develop, and maintain asset, derivative, and repo modelling methodology documentation, including for IFRS Level 3 and LPI-linked assets.
• Manage the development and maintenance of the LPI projection model and market yield curve infrastructure.
• Ensure sustainable operating models for illiquid asset valuation and independent price verification (IPV), managing relationships with asset managers and vendors.
• Analyse and explain valuation differences between the organization and asset managers/vendors.
• Model and manage short-term liquidity risk, providing technical support for other initiatives within Investment Operations.
• Assess and communicate key asset valuation judgment areas to management, executive teams, and Board committees.
• Lead the Asset Valuation Committee and engage with external auditors on asset valuation matters.
• Develop and maintain a risk and controls framework for asset valuation processes.
• Collaborate with internal teams, particularly in Investments, Finance, Actuarial, and Risk, supporting regular Investment Operations processes.

Qualifications/Experience:

• Qualified actuary or equivalent quantitative background with at least 10 years of relevant experience.
• Strong knowledge of fixed income assets, derivatives, and repos; experience in corporate bonds/loans, financial derivatives, and repos is preferred.
• Expertise in financial modelling software (Excel, VBA, and ideally Bloomberg and FIS Quantum).
• Proven ability to solve complex technical issues and communicate solutions to non-technical audiences.
• Strong problem-solving skills and ability to proactively identify and address challenges.
• Previous experience in Investments, Reporting, or Treasury is highly desirable.

Location: London

Please note, our client is unable to offer sponsorship for this opportunity.

Seniority level

Director

Employment type

Full-time

Job function

Analyst, Finance, and Management

Industries

Insurance and Investment Management

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