AVP / Vice President, Product Analyst, Credit Derivatives, Portfolio Valuations recruitment
Key responsibilities:
• Working on the valuation, quantitative, analytical and technology development work for the credit derivatives product.
• Communicating with clients in order to confirm trade details, co-ordinate client trials, address queries and price challenges, ensure accuracy of results in addition to providing general support on derivative valuations.
• Ensuring accuracy and consistency of market data and models used for valuation of all asset types within credit derivatives.
• Enhancing existing models or specifying / building models to support new asset classes within the product.
• Working closely with other product groups and the global sales team in order to participate in driving the business and identifying product opportunities.
Candidates will ideally have a Masters or equivalent in a mathematical or a quantitative discipline, with proven experience in the derivatives market with some direct experience in credit derivatives structuring / trading / valuations. They should also have experience in Excel VBA and programming in any language.
They should have an understanding of the commercial, technical and quantitative factors impacting the trading and pricing of derivative products. They will be detail-oriented, thorough and able to use own initiative to solve problems. They will also be able to communicate effectively with external clients and across business units within the company.