Credit Derivatives, Pricing and Valuations manager recruitment
With a range of projects covering independent data, valuations and trade processing across all asset classes, my client is looking for a quantitative, commercially minded product/quant specialist with experience in vanilla and structured credit derivatives valuations. The main aim of the group is to enhance transparency, reduce risk and improve operational efficiency for it's client base which includes some of the most significant institutional participants in the financial marketplace.
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.
Requirements:
- Masters or equivalent in a mathematical or a quantitative discipline.
- Proven experience in the derivatives market with some direct experience in credit derivatives structuring / trading / valuations.
- Experience with Excel VBA and programming in any language.
- Understanding of the commercial, technical and quantitative factors impacting the trading and pricing of derivative products.
- Strong skills required to be able to communicate effectively with external clients and across business units within the company.
To apply or for more information please contact trevor.symons@ojassociates.com
February 6, 2012
• Tags: Credit Derivatives, Derivatives careers in the UK, Pricing and Valuations manager recruitment • Posted in: Financial