Cross Asset Valuations & Methodologies Expert
- Competitive Base + Bonus + Benefits
- London, England, United Kingdom London England GB
- Permanent, Full time
- ITS-City Ltd
- 20 Apr 18 2018-04-20
Cross Asset Valuations Control Expert required at Top Investment Bank based in London from Associate too AVP Assistant Vice President Level.
Your key responsibility will be too evaluate valuation methodology related issues, for example, calibration of models used to value different complex products in various markets, Liquidity considerations, analysis of potential Day 1 P&L releases, etc.
Analysis, development and review of valuation methods, in particular in relation to model valuation adjustments/reserves, to ensure fair value principles are appropriately enacted.
You possess specific or cross asset class expertise in for eg. Credit, XVA, Interest Rates, IR, FX, Equity. detailed knowledge of financial instrument valuation and risk measurement in complex product areas and very strong communication skills to enable quality service to the Front Office & Trading Desks.
You possess proficent programming experience in either C++, VBA Python or similar language. coupled with solid understanding of Capital Markets.
To Apply submit CV to Ben Baxter
0203 176 6647