Interest Rates Product Lead recruitment
Taking responsibility for all aspects of the valuation of interest rate products for clients, including:
Ø 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
Ø Leading a global team of interest rate product analysts
Ø Applying best practice to the construction of yield curves and volatility surfaces
Ø Responsible for accurate and reliable valuation of vanilla and structured interest rate derivatives in the automated and bespoke valuation frameworks
Ø Working with the technology group to incorporate pricing models developed by the quantitative analytics team into the automated valuation framework
Ø Interpreting and valuing structured interest rate notes and developing bespoke analytics for pricing non-standard exotic IR instruments
Ø Supporting the operational team in dealing with more complex client queries and providing expertise to the sales team to win new client mandates
Ø Specifying, testing and enhancing the existing analytics and technology framework to ensure accuracy and reliability of existing valuations and meeting client requirements
Ø Testing, calibrating and validating quantitative models for exotic interest rate products against observable quotes
Ø Interfacing with existing and prospective clients to explain the business’s commercial offering and valuation methodologies