Salary £75000 - £100000 per annum
Consultant Saba Miyar
Date posted 02 November 2016
An opportunity has arisen for a Rates Valuations professional with a mathematical/scientific disciplined degree to work for a London based renowned banking institution with an extensive Global footprint within Investment.
As a Rates Valuation professional, you will need to demonstrate strong technical skills, an understanding of products and be able to demonstrate an ability to build relationships with senior members within the business.
Rates Valuations responsibilities will include:
- Provide monthly price verification and help run monthly review meetings with key stakeholders
- Addressing model limitations through reserve/valuation adjustment calculations
- Designing and executing price testing across the suite of Vanilla and Exotic Rates products
- Ensuring valuation consistency between exotic-vanilla models
- Being critical of calibration proposed by front office
- Provide Valuation analysis and consolidation of price testing information
You will need a strong technical background with a strong degree in Mathematics or Physics and must possess a strong understanding of exotic products.
Key skills required:
- MSc/Phd in quantitative discipline (with a preference for applied Physics)
- Solid options pricing knowledge, FX or Rates options necessary
- Preferred IT skills: VBA, SQL, XML, Python, R.
- Strong analytical skills
- Strong communication skills and the ability to present and discuss complex issues
- Problem solving and flexibility to adapt to rapidly changing business events
Our client is an equal opportunities employer. They work to provide a supportive and inclusive environment where all individuals can maximise their full potential.
If you are interested in this Rates Valuations role, please email me on firstname.lastname@example.org