Interest Rate Product Lead, Valuation and Pricing recruitment

Taking responsibility for all aspects of the valuation of interest rate products for clients, including:

Leading and managing the product development for all vanilla and exotic interest rate instruments from the perspective of market data, analytics, client interface and commercials
Leading a small team of interest rate product analysts across London, NY and Singapore
Applying best practice to the construction of yield curves and volatility surfaces
Responsible for accurate and reliable valuation of vanilla and structured interest rate derivatives in the automated and bespoke valuation frameworks
Working with the technology group to incorporate pricing models developed by the quantitative analytics team into the automated valuation framework
Interpreting and valuing structured interest rate notes and developing bespoke analytics for pricing non-standard exotic IR instruments
Supporting the operational team in dealing with more complex client queries and providing expertise to the sales team to win new client mandates
Specifying, testing and enhancing the existing analytics and technology framework to ensure accuracy and reliability of existing valuations and meeting client requirements
Testing, calibrating and validating quantitative models for exotic interest rate products against observable quotes
Interfacing with existing and prospective clients to explain the business's commercial offering and valuation methodologies

Notes on the firm:

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