Product Valuations Analyst
A good client of mine is currently seeking a Valuations / IPV Analyst with experience of exotic derivative model calibration.
Continued investment in developing the infrastructure to support the valuation and risk management of new exotic and hybrid derivative products from well capitalised banks means the Business Control has an opportunity to recruit an additional analyst seeking experience of exotic derivative model calibration.
The Price verification team's responsibilities include:
- contributing to consensus derivative pricing services
- calibrating the Bank's models to independent derivative valuations
- assisting the trading desk to maintain model calibration in-line with the market
- maintaining and calibrating all fair value adjustments
- derivative Product Implementation Review - including (qualitative) testing of new model implementations and quantification of model risk,
The successful analyst will initially participate in maintaining all of these processes, and in due course develop them to support new products and models and to reflect evolving market conditions.
Skills
Highly numerate - minimum of 2.1 or better in a numerate degree
Very good with computer programming and financial modelling (Must have Excel/VB, ideally SQL),
Tenacious, curious (willing to research new areas and lines of investigation unprompted)
Bold - strong influencing, verbal and written communication skills
Shortlisting will be taking place this week with interviews expected to be held middle of the week beginning 7th January 2013.
Goodman Masson is acting as an Employment Business in relation to this vacancy.
Goodman Masson is an equal opportunities employer.
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