Exotic Rates Derivatives P&L and Risk Consultants recruitment
The consultants’ responsibilities would include the following:
- Stress testing
- Daily risk production / explanation
- Market risk analysis, new deal valuation and verification
- Model calibration, parameter control etc.
- Daily PL production / explanation
- Control reconciliations
- Lifecycle management
- Team Management
- Client valuations
- Independent price verification
Most desirable profiles would include the following:
- 5+ years Exotic Derivatives PL and Risk controlling experience in some or all of the areas listed above with top-tier investment banks
- In-depth knowledge of Exotic Rates derivatives products, incl. CMS Spread, Bermudans, Range Accruals, Callable Inverse Floaters etc.
- Highly numerate, with strong problem-solving and communication skills
- Some team leadership experience desirable
- Bachelors / Masters degrees from internationally recognized universities
- ACCA / CPA / CFA qualifications helpful although not essential
Location: London
Duration: 6 months (extension possible)
April 6, 2012
• Tags: Exotic Rates Derivatives P&L and Risk Consultants recruitment, Risk Management careers in the UK • Posted in: Financial