Vice President, Cross Asset Derivative Valuation, New York
My client are a leading provider of OTC Derivative Valuations and Market Data to Buy Side institutions across N.America.
The financial engineering group are currently looking for an experienced candidate to join its cross asset derivative valuation team, dealing with the pricing and risk methodology of clients derivative portfolios.
You will be responsible for the development, testing and production of a quantitative framework for risk analytics such as scenario analysis, market risk measures and PL attribution.
This role is a great mix of technical projects as well as having a business focused outlook, with interaction with multiple internal and external stakeholders. You will be working closely with quants, developers, product specialists and portfolio managers.
QUALIFICATIONS:
- 5 years of experience in derivative valuations, model validation or risk modeling
- Experience in pricing models for vanilla and exotic OTC derivatives
- Experience in market risk measures such as VaR methodologies (Monte-Carlo, Historic), sensitivities, greeks, stress tests and PL attribution
- Proficiency in Excel, VBA, and SQL
- Master’s degree or PhD in a financial or quantitative discipline – Mathematics, Physics, Financial Engineering
APPLY | risk.americas@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Please ask for Kasey Churchill in our LA office (310 807 5025). Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower | Office Hours: 8.00-20.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777trk=myg_ugrp_ovr
Open all references in tabs: [1 - 5]
Leave a Reply
You must be logged in to post a comment.