VP Valuations Methodology- Interest Rates
JCW are currently working alongside a global investment bank and are seeking strong valuations methodology candidates with a focus on interest rates. The successful candidate will have to manage one other individual and should have an MSc in a quantitative discipline or a PhD in a quantitative area.
Key Roles Responsibilities
Design, implement and document Calibration Risk reserving Model Risk Reserving
Develop a VC-Methodology (Mu) Calculation Library.
To work with the individual VC asset groups to determine price testing methodologies.
Responsible for Interest Rate issues.
Manage and train other members of staff.
Ad hoc projects.
If interested, please don't hesitate to get in touch with Howard @ 0203 589 9284 or howard.kelly@jcwresourcing.com
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