Senior AVP/VP Structured Credit Valuations Controller recruitment

To ensure that the firm’s structured credit portfolio is appropriately valued, based on a combination of analysis of market data inputs, model calibration / other non-market parameters, and review/assessment of the pricing models and methodologies used at both a portfolio and individual trade levelThe successful candidate will be expected to:- Understand what influences the value of the products in this portfolio, how we can independently verify that the inputs to any model are reasonable, and quantify the impact of any differences.- Discuss and explain the results to FO desk head or senior trader.- Read more […]

February 13, 2011 • Tags: , , • Posted in: Financial • Comments Off on Senior AVP/VP Structured Credit Valuations Controller recruitment