Assistant Vice President - Risk/Valuation/Quant - Investment Bank

Job Description

The role would involve :

Calibrating/Building Yield curves

Bid /Offer reserve calculations

Prudential valuation Adjustments

IPV for Rates Products -some products include Interest Rate Swaps, Swaptions, Cross Currency Swaps, Inflation-Swaps,Total Return Swaps and Collateralized Derivative products.

Ideally candidates with valuations or IPV experience with rates products with substantial experience ( 5 + years ) would fit the bill.

It is necessary for the candidates to have substantial rates products knowledge .

If the candidates have a quant background working in model validation, attribution roles for rates products if would also be acceptable.

The Successful Applicant

5+ years experience in the valuations space.

Strong understanding in pricing models with a greater stress on understanding of parametric inputs.

Strong technical knowledge of the asset classes

Hands on experience with Bloomberg and Reuters in key markets data sets & using pricing functions

Strong hands on experience with MS Excel financial functions and experience in writing macros.

What's on Offer

This is an excellent opportunity with challenging role to be associated with a huge brand name that has a unique environment that fosters a great working environment, with a lot of internal stakeholder visibility along with a market leading compensation.. The selected candidate will enjoy the benefits of joining a new team within a worldwide leading market player with aggressive plans to grow in the next 12 months.

About Our Client

Our client is one of the leading Global Investment Banks and the role is positioned within their central valuation group. The central valuation group is supporting their Corporate and Investment banking business across the globe. They are currently looking strong professionals from a valuations background to join their successful team.