VRG Global Products Head for Credit Derivatives and Equities Derivatives, DIR recruitment

THE ROLE INVOLVES:

As the VRG Global Product Head on Credit Derivatives and Equity Derivatives, this individual will be responsible for:
•        Signing-off the appropriateness of valuation models, model calibrations, and the significant unobservable parameters and prices
•         Particitaing in pre-trade approval process, and reviewing any approximating bookings
•         Participation in the valuation governance processes, such as IVR / SUPP / model review (PIP)  as a signitory member.
•         Identifying valuation issues in complex products, and escalating to senior management
•         Designing / assessing any valuation adjustments and calibration methodologies
•         Reviewing independent price testing methodologies
•         Providing Ad Hoc technical support and training to PC

This individual works closely with traders, modeller, risk managers, and product controllers to accomplish the tasks. Qualifications TO QUALIFY, YOU MUST POSSESS:

PhD in Finance, Mathematics, Physics or Engineering

10+ years in the area of credit derivatives, equities derivatives