Linear Interest Rates Valuations, IPV, Contract
You will be responsible for IR Valuation Control, which forms part of Global Fixed Income Group.
Responsibilities include: conduct month end price testing (IPV) of products and model inputs, including linear (Yield Curve, Cost of Tenor, MCOF, Inflation, Government Bonds). Detailed analysis of the calibration and re-calibration of pricing models, reserving, fair value principles.
Background in IPV or Interest Rates Trading or Risk Management preferred. Pricing sources methods experience useful.
The client offers extensive contact with the business
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) 203 176 6646
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