Structured Rates Valuation Methodologies, Phd (Maths/Finance) recruitment

The role is available due to the need of the IB to restructure its Valuation Group.
 
Whilst competitors might be more process orientated in their approach, you will be in an area that works very closely to the desk (managing relationships), in a team fulfilling duties that are very quantitative in their nature using innovative Valuation Methodology processes. Furthermore, you will find that the team are involved in much more business analysis focused work vs its competitors.
 
You are to be involved in the review of methodology underlying reserves and provisions, model application and model calibration, quality assurance and working on high level Projects with senior management in the business. For those reasons, you are to work very closely with Senior Quants, Market Risk and Head Traders.
 
As the individual will be working closely with Front Office Directors and MD's on a daily basis, we expect to find a candidate that has exceptional interpersonal skills and has the confidence to operate in such an environment. It is imperative that the candidate has a Phd from either a Maths, Science or Finance background. You should have a quantitative skill set and if you are currently in a Front Office orientated role in an IB then that would be an advantage, even though newly qualified Phd candidates are the desired profile.
 
The client is looking to offer a strong base salary to secure such an individual. In addition, the benefits package offered by the IB is one of the strongest in the market.