AVP/VP Rates Valuations

You will be involved in methodology related issues for a wide range of Rates products including the full range of Rates products including Exotic Rates and long-dated FX/Rate Hybrid products.  The role will requires frequent liaison with Front Office Rates/FX Traders, the Rates/FX IPV team, as well as consultation with Market Risk, Model Risk and Accounting Policy where appropriate. The successful candidates main responsibilities will include (but won’t be limited to) the following: • Control the global consistency and governance of reserving and Independent Price Verification (IPV) methodologies. Read more […]

February 22, 2011 • Tags: , , • Posted in: Financial • Comments Off on AVP/VP Rates Valuations