FX Valuations IPV recruitment
You should have 2+ years similar experience that covers Pricing Models calibration and Fair Value Adjustment Methodologies for Foreign Exchange and/or IR Derivatives.
You should be familiar with the FX Volatility Model along with Model Reserve issues.
Working in close collaboration with the IPV team, Front Office Quants, Finance Product Controllers, Model Validation Quants, Market Risk and Traders to address the valuation issues and model calibrations on the bank's vanilla and exotic derivative trading portfolios
The client expects you to be able to review from valuation side the new model/product combination as well as develop valuation methodologies.
VBA, Excel experience essential
You are likely to come from Valuations or perhaps Model Validation or Front-Office background.
The client is undertaking a multi £m project of change within valuations in response to market conditions, to bring it closer to the business
You will be given the chance to have influence and define your role within the team. You will be tasked with the development of new models methodologies, fair value principles and term structure models
Contact I.T.S City
To talk directly with us to discuss this vacancy and the client, please contact Gary Williams on:
Email: gary@its-city.com
Direct Line: +44 (0) 203 283 4097