Interest Rates Valuation IPV recruitment
You will be responsible for IR Valuation Control, which forms part of Global Macro Rates Derivatives Product Control.
The Rates business within Macro comprises trading and market making in Linear, Non-Linear and Hybrids interest rates, long dated FX and rates hybrids products across EMEA, US and APAC.
Responsibilities include: conduct month end price testing (IPV) of products and model inputs, covers flow and structured interest rate portfolios globally, including linear, non-linear and hybrid products. Detailed analysis of the calibration and re-calibration of pricing models, reserving, fair value principles.
Familiarity with derivative instruments (fixed income options IR derivatives, FX, and credit derivatives / exotics). Background in IPV or Interest Rates Trading preferred. Pricing sources methods experience useful.
The client offers extensive contact with the business and the chance to learn highly exotic trades
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