AVP
You will be supporting the commodities business across exotics and vanilla products both across on paper derivatives and physicals too.
Day to day duties include:
* Analysis of Markets, PL Risk
* Maintaining and building new relationships between the front office and valuations
* Providing advice related issues concerning things such as large scales, revenue on deals, highly structured trades and so on
* Adjusting and engineering fair value adjustments
* Consistently monitor non-standard transactions, concentrated or illiquid positions / any events affecting valuations
* Hold a key role in reviewing, renewing / adjusting new model releases pertaining to valuations
* Always look to improve control frameworks across independent pricing. Implement new tools to improve efficiencies
* Interact with various stakeholders across trading, MO, Finance and so on
* Consistently monitor various risks of the business and seek to make adjustments
They are looking for people who have:
* Strong quantitative backgrounds, good academia and qualifications (relevant masters, statistics/maths base degree, FRM, CFA and so on).
* Several years of valuations experience
* Ability to learn quickly.
* Passionate about controls and improving processes - continuous improvement.
* Strong IT skills
* Commodities exposure ideal - would strongly consider those from other asset classes too so long as several years valuations experience
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