We're working with the Regional Head of Valuations at a top-tier Investment Bank as the team is looking to build out the robustness of their Valuation Control Group (VCG). The business is particularly looking for a candidate with excellent experience in IPV/Valuations across IR derivatives, flow and exotic.
Validation of market data inputs, reporting and analysis
IPV and valuation of derivative pricing models across interest rates
Producing and implementing procedures for valuation adjustments and price testing
Liaising with the front office trading desk and relevant Quant Research teams to deliver pricing analysis
Bachelor's or Master's degree in a computational subject is preferred
5-10 years of relevant experience working on IPV/Valuations or quantitative modeling
Experience working with both vanilla and exotic interest rate modeling
Strong communication skills
Associated topics: analyst, business analyst, business finance, business systems analyst, examiner, investment analytics, market, monitor, refinement, strategy
* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.