VP, Credit Valuations recruitment
Role Objective:
Operating as a key member of the team and a subject matter expert within the Credit Valuations space. The objective is to add value, including enhancing analysis, development and implementation of reserving methodologies and redefining the current valuations methodology in place.
Role Responsibilities:
- Review and calibration of Front Office Pricing Models.
- Develop and enhance Independent Price Verification.
- Working on issues in relation to governance and policy.
- Analyse Credit derivative pricing sources (depth of market, liquidity, etc)
- Testing of trader input prices and parameter levels against externally observed levels.
- Assessment and generation of certain reserves required in the overall Fair Value process.
- The role requires extensive liaison with Credit / Market Risk, Quantitative Risk and Front Office Traders.
- Reporting of IPV and Reserves to desk and to central Finance reporting team.
- Continuous improvement of methodology and results generation platform and approach.
- Keep abreast of market developments and provide monthly commentary.
Candidate Requirements:
- Previous experience (ideally 5-7 years) of Valuations within a financial institution.
- Familiarity with market derivative principles and strategies.
- Experience of management and ability to demonstrate strong leadership skills.
- Candidate must be able to present and communicate with different stakeholders (Front Office, Risk and Product Control).
- Strong relationship building skills required for stakeholder management.
- Strong preference for MSc qualification (e.g. Quantitative Finance, Financial Mathematics) to accompany Bachelors.
Contact Us:
For more information, please contact Bart Levinson at Pemberton Partners via phone or email.
Email: bart.levinson@pembertonpartners.com
Direct line: 0207 220 9354
Mobile: 07557 113785
November 15, 2011
• Tags: Accounting & Finance careers in the UK, Credit Valuations recruitment, VP • Posted in: Financial