VP, Emerging Markets IPV recruitment
The successful individual will come from an IPV or technical PC background, and have excellent knowledge of fixed income products. They will also be able to demonstrate their ability to manage a team and drive change. The role require a small amount of international travel to various EM locations.
Role responsibilities:
•Oversee monthly valuation control processes for EM Credit/Rates products (e.g. Structured and Vanilla CDSs, Bonds/Loans, Total Return Swaps, IR Options).
•Review of IPV and Reporting performed by local EM offices.
•Review new and unverified positions and define appropriate testing methodology.
•New Product Analysis, including Day1 and accounting considerations.
•Enhancing the EM Valuation and Reporting processes and Reserving Methodologies.
•Assistance with Offshoring of production processes.
•Working with the Change team to define strategic change requirements.
Experience/Skills required:
•Strong mathematical skills quantitative skills preferred
•Knowledge of Excel (i.e. VBA, pivots, macros, etc)
•Strong understanding of the valuation of Credit/Rates products
•Good analytical and modelling skills to support a valuation judgement
•Motivation to change and improve existing processes
•Confidence to constructively engage traders on valuation control results and methods
•Ability to communicate clearly the drivers behind risk and valuation trends