VP Valuations Risk – Credit Derivatives – Top Tier Bank recruitment

A senior position within the Quantitative Risk Valuation Group has become available at a top tier investment bank in London. Working as part of the Valuation Risk team, this quantitative role has significant cross over between Risk, Finance and Structuring teams. You will be responsible for the valuation and model calibration of credit derivative instruments to a consistent standard. Key to this delivery will be driving improvements to global model governance and oversight and signoff of complex valuation.Main responsibilities will include: – Assessing the Risk and Pricing models across a range Read more […]

January 4, 2012 • Tags: , , , • Posted in: Financial • Comments Off on VP Valuations Risk – Credit Derivatives – Top Tier Bank recruitment