Senior Equity Valuations VP
This is the most technical role in the group, with unparallelled exposure to senior management both in Middle and Front Office.
Responsibilities include:
• Price testing to consensus, exchange, broker, or other data of pricing inputs and model outputs for exotic equity derivative products
• Calculation of applicable fair value / model reserves for exotic equity derivative products
• Review new models from valuation perspective to provide approval as part of the model validation process
• Investigation of pricing / model uncertainty in methodology and parameters used, testing model calibration employed
• Dealing with product control, risk management and quantitative departments on valuation and modelling issues
• Discussing price testing results, fair value and model reserves, general modelling issues / uncertainties with front office and reporting on suitability for specific products / markets
Due to the broad nature of the role, there is also the possibility to move into other areas after a period of time. The right candidate will have a strong background in Equities and IPV/ Valuations.
Please apply now to avoid disappointment.
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