Tired of Trading? Quantitative Officer – Work life balance!! recruitment

About Our Client

Our Client is a global financial services firm - that offers a wide range of moral services and products.

Job Description

The group is looking for a Valuation Officer.

The incumbent will validate financial models and market data. The incumbent will monitor changes in financial risk indicators arising out of factors like foreign exchange, interest rates and credit. He/She will standardize pricing models across IBRD, Trust Funds, and IDA.

Specific tasks will encompass:

Reviewing and analyzing deal structures to determine whether proposed modeling approaches are consistent with the best market practice;

Model validation and verification; Reviewing pricing of structured transactions to meet specific risk-return characteristics and identifying relative value opportunities;

Independently valuing derivatives (and bonds with embedded derivatives) through specialized systems;

Developing attribution analysis to rationalize changes in model values; Evaluating transactions, analyzing portfolios, running quantitative models and producing valuation reports;

Preparing periodic updates on the robustness of the valuation models to Management. Developing and maintaining industry contacts to draw expertise and best industry practices

The Successful Applicant

Applicant must have direct relevant market exposure in a major financial institution in Structuring / Trading of exotic interest rate and/or foreign exchange derivatives.

The incumbent is expected to be familiar with the application of valuation models such as HW-1 Factor, Black, HJM and BGM (Libor Market Model).

The ability to readily discern the robustness of varying modeling approaches for given structures and dominant market-practice is required.

What's on offer

Working hours negotiable, a good pension scheme and other top benefits.

They will also consider relocation

Apply for this job           
Apply online using the Apply button below or phone Annabel Roberts on + 65 6533 2777 quoting jobref H1328740