Valuations Manager
Valuing financial derivatives, complex corporate securities and analysing equity/debt/commodities financial market data and history using time series analysis, Monte Carlo simulation, multivariate statistics, and other quantitative techniques.
• Develop, modify, test, optimise and implement derivatives valuation models and strategies
• Research and develop consistent market risk measurements for derivatives and underlying securities
• Estimate probability distributions, volatilities and correlations
• Assist senior consulting staff with statistical and analytic support to address complex financial structures.
Experience/Education/Qualifications:
• A post-graduate degree (M.Sc. or Ph.D.) in a quantitative discipline and an in-depth knowledge of Mathematics and Statistics as it applies to the financial markets coupled with a solid stochastic calculas.
• Strong analytical and problem solving skills including the application of probabilistic analysis, time series analysis, Monte Carlo simulation, etc.
• Ability to collaborate with other quants in sharing modeling ideas and knowledge of industry best practices
• Excellent programming skills in VBA and C++
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