Derivatives Valuations Analyst

  • Competetive
  • London, England, United Kingdom
  • Permanent, Full time
  • The Emerald Group
  • 11 Sep 17

Our client is a leading, global consultancy organisation. Due to continued growth, and to support their service offering in the derivative valuation market, they are looking for an analytical and highly numerate individual to join their team in London.

The Actuarial & Risk team works with its clients (both internal and external) to provide valuation services for accounting purposes on various derivative instruments. The successful candidate will manage a small team of junior staff, providing training and assistance to develop them further. This will be in addition to managing a large volume of different projects and liaising with clients directly to ensure timely delivery.

Candidate Requirements;

Degree educated with a strong anaytical mindset

Ability to grasp and communicate complex issues quickly and effectively

Knowledge of accounting standards (IFRS2 and IAS39)

Bloomberg terminal experience

Knowledge of swap valuations, Black-Scholes, binomial/trinomial trees and Monte Carlo simulations

Strong communication skills (working across various teams)

Strong project management experience.

Strong ability in Microsoft Office (especially Excel)