IPV – FIXED INCOME RATES (2 roles – Analyst & VP) recruitment
Fixed Income Rates - this team covers a number of Global Rates businesses including Inflation, Vanilla options and Exotics Rates
- Independent price verification, oversight of fair value adjustments, calculation of prudential valuation adjustments and escalation of valuation issues.
- Addressing model limitations through reserve/valuation adjustment calculations.
- Designing and executing price testing methodologies for instance on the SABR, LMM Short Rate Models across the suite of Vanilla and Exotic Rates products i.e. Bermudans, Snowballs, CMS Spread Options, Dual Range Accruals, Inflation products etc. Ensuring valuation consistency between exotic-vanilla models.
- Provide Valuation analysis and consolidation of price testing information for Finance Management and the Valuation Committee and associated Sub Committees.
Person Requirements
- 2:1 degree or equivalent at undergrad level in mathematical / scientific discipline from top-tier University
- MSc in finance / quantitative discipline.
- Fixed income valuations/pricing experience.
- VP ROLE - Strong managerial and leadership skills.
- Strong communication and the ability to present and discuss complex issues with counterparts from Trading, Finance, Market Risk and other areas.
- Ability to clearly present arguments and defend views under challenge from others
August 7, 2012
• Tags: Accounting & Finance careers in the UK, Analyst & VP) recruitment, FIXED INCOME RATES (2 roles, IPV • Posted in: Financial