Job Details

Valuation Risk Quant

London, Greater London, United Kingdom, Permanent

Posted: 23days ago


We're looking for a candidate to fill this position in an exciting company.

  • Review recommended valuation adjustment for model weakness
  • Recommend and approve valuation adjustment related to calibration bias
  • Review consistency and completeness of IPV methodologies
  • Perform and develop benchmark methodology for illiquid inventories and complex trades with limited observabilities
  • Provide review on the appropriateness of consensus data submission and calibration for independent price verification / benchmarking
  • Provide quantitative technical expertise and analysis to the team for new complex trades or other valuation control matters
  • Advanced degree (Master or PhD) in quantitative fields is required
    (math, quantitative finance, statistics, engineering).
  • Proven industry and practical experience in valuation control and model calibration / benchmarking of fixed income derivatives and
    exotic products
  • Hardworking individual with strong communication skills and the proven ability to communicate effectively with team across different
  • Partnership and collaboration to work with colleagues effectively and efficiently

Job Details

London, Greater London, United Kingdom