Interest Rates Valuation IPV recruitment

You will be responsible for IR Valuation Control, which forms part of Global Macro Rates Derivatives Product Control.The Rates business within Macro comprises trading and market making in Linear, Non-Linear and Hybrids interest rates, long dated FX and rates hybrids products across EMEA, US and APAC.Responsibilities include: conduct month end price testing (IPV) of products and model inputs, covers flow and structured interest rate portfolios globally, including linear, non-linear and hybrid products. Detailed analysis of the calibration and re-calibration of pricing models, reserving, fair value Read more […]

May 17, 2012 • Tags: , • Posted in: Financial • Comments Off on Interest Rates Valuation IPV recruitment