FX Valuations IPV recruitment

You should have 2+ years similar experience that covers Pricing Models calibration and Fair Value Adjustment Methodologies for Foreign Exchange and/or IR Derivatives.You should be familiar with the FX Volatility Model along with Model Reserve issues.Working in close collaboration with the IPV team, Front Office Quants, Finance Product Controllers, Model Validation Quants, Market Risk and Traders to address the valuation issues and model calibrations on the bank’s vanilla and exotic derivative trading portfoliosThe client expects you to be able to review from valuation side the new model/product Read more […]

May 3, 2012 • Tags: , • Posted in: Financial • Comments Off on FX Valuations IPV recruitment