Global Credit Derivatives Head, Valuations- NYC recruitment

The successful candidate will be responsible for:
-signing-off on valuation models, model calibrations, and prices
-Participating in pre-trade approval process
-Identifying valuation issues in complex products
-Designing / assessing any valuation adjustments and calibration methodologies

Requirements:
-Masters in Finance, Mathematics, Physics or Engineering (PhD preferred)
-10+ years in the area of complex credit derivatives, equities derivatives
-valuations, product control, structuring, quantitative, or modeling background

Base comp 200-250k