Technical Valuations Quant – VP recruitment
Key responsibilities
The individual will primarily be involved in working on issues relating to Credit Emerging Markets and Equities
Major Responsibilities include:
Consideration of complex valuations and appropriateness of booking methodologies
Participation in the product valuation governance process
Collaboration with Senior Management, Risk Management and Model Development to highlight valuation risks inherent in current methodologies
Design/evaluation of valuation adjustments and calibration methodologies
Reporting of valuation issues
Review and implementation of independent price testing methodologies
Core tasks:
Model Reviews
Review of Price-Testing methodologies
Review of Price-Testing impact tolerance ranges
Valuation Adjustments and Governance Policy and Reporting
Key skills
Phd or Masters degree in relevant Quantitative (mathematically focused) discipline
Good understanding of derivatives, including knowledge of more complex and exotic products. Good understanding of pricing methodologies. :
Strong analytical and mathematical skills
Understanding of modelling concepts (Numerical modelling, Monte Carlo) and issues in Stochastic Calculus.
Strong Excel and VBA Skills
Strong communication skills
