Senior Pricing Manager | Derivatives | Bank
Renowned Global Banking Group is seeking to hire a Senior Manager in Derivatives Valuations to lead and mange a team of analysts in their Complex Pricing Group business.
Key Responsibilities:
- Management of a team of derivatives valuation analysts
- Take ownership of the delivery of accurate and timely independent valuation of clients' OTC Derivatives
- Investigate and resolve any valuation issues between independent vendor and Client / Investment Manager Derivatives prices
- Support and strengthen existing procedures and methodolgies to ensure a supremely efficient independent valuation unit
- Lead the independent valuation of OTC derivatives such as Credit Default Swaps, Interest Rate Swaps, Total Return Swaps, FX Options, Variance Swaps, Commodity Swaps, amongst other instruments
- Project work - implementation of a new operating model that utilises Calypso as the internal valuation tool
Key Skills:
- Significant professional experience in the valuation of derivatives, in a Bank, Administrator or Hedge Fund
- Excellent working knowledge and professional experience of OTC derivatives and their valuation with a sound understanding of cross asset class derivative valuation models
- Comprehensive knowledge and exposure to downstream accounting systems, such as Advent Geneva / Multifonds
- Experience of centralised clearing systems such as DTCC, Swapswire, Markitwire
- Highly analytical individual who possesses numerical agility and 1st rate communication skills
Interested candidates should click the APPLY button to direct their CV to John Ennis at CFW for immediate consideration or call John directly on 00 353 1 449 3223
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