London or NYC: Portfolio Valuations (FX, EQ, Commodities)
Locations: LONDON OR NYC
This institution is a global financial services firm who have grown 600% in the past 5 years. They have an excellent working model and have a very dynamic and entrepreneurial environment. The teams are very inetractive both internally and externally (with buy-side clients) offer huge potential for career progression within this organisation.
Department overview:
The Portfolio Valuations department provides an independent, post-trade valuation service to buy-side institutions globally, covering vanilla and exotic derivatives, cash instruments and structured notes across all asset classes.
Position summary
The Portfolio Valuations department is looking for 2/3 talented and motivated individuals to work within its EQ Product team + the FX commodities product team - 2 separate, but highly interactive teams. This role will involve the maintenance, expansion and promotion of EQ + FX and commodity derivative valuation capabilities. Responsibilities would include working with extensive market data, development of pricing models, and communication of methodology to clients, a bit of pre-sales and being involved in client demos. The role will require working with external and internal groups including clients, quants, developers and operational analysts.
Duties accountabilities
- Working on the quantitative, analytical and technological development of either EQ FX and/or commodity valuation capabilities.
- Provide on-going communication to our clients on any issues relating to EQ, FX, commodity derivative valuations including coordination of client trials, addressing queries and price challenges etc.
- Enhancing existing models or specifying / building / testing models to support new asset classes within the product.
- Ensure the quality and reliability of market data inputs and calibrations for the pricing of all instruments within EQ, FX and/or commodity derivatives.
Education and experience
- Undergraduate or Master’s degree in a financial or quantitative discipline preferred
- Ideally 3-7 years proven in-depth experience in EQ or commodity or FX derivatives market with some direct experience in model validation / structuring / trading / valuations / quantitative advisory.
- Strong analytical and problem solving skills
- Proficiency in Excel, VBA, XML and SQL.
Commercial awareness
- Understanding of EQ, commodity or FX markets including participants, conventions, operations and commercials
- Knowledge of global regulatory requirements would be useful
Personal
- Must be detail-oriented, thorough and able to use one’s own initiative to solve problems
- Strong skills required to be able to communicate effectively with external clients and across business units within the company.
- Ability to function in a collaborative setting with other roles such as operational analysts and developers
Please apply into the Quantexotic Link (below). See the Selby Jennings website for other Quantitative and Risk opportunities.
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