IPV – FIXED INCOME RATES (2 roles – Analyst & VP) recruitment
Fixed Income Rates – this team covers a number of Global Rates businesses including Inflation, Vanilla options and Exotics RatesIndependent price verification, oversight of fair value adjustments, calculation of prudential valuation adjustments and escalation of valuation issues. Addressing model limitations through reserve/valuation adjustment calculations. Designing and executing price testing methodologies for instance on the SABR, LMM Short Rate Models across the suite of Vanilla and Exotic Rates products i.e. Bermudans, Snowballs, CMS Spread Options, Dual Range Accruals, Inflation products Read more […]
August 7, 2012
• Tags: Accounting & Finance careers in the UK, Analyst & VP) recruitment, FIXED INCOME RATES (2 roles, IPV • Posted in: Financial • Comments Off on IPV – FIXED INCOME RATES (2 roles – Analyst & VP) recruitment