Role details

VP - Rates Derivative Valuation

New York   •  Permanent

Bullet points

  • Leading Financial Services firm seeks Valuation Specialist
  • Must have in-depth knowledge/experience with Rates

About Our Client

My client is a global Financial Services firm. This role will sit within the Independent Valuations Group.

Job Description

Interest Rate Derivative Valuation Specialist responsibilities include:

  • verify desk prices for various Rates/FX securities
  • month-end testing
  • improving existing methodologies, researching and implementing new ones
  • ad-hoc pricing projects
  • reviewing new deals

The Successful Applicant

Requirements:

  • in-depth knowledge/experience with interest rate derivative products
  • thorough knowledge of volatility models
  • strong understanding of pricing methodologies
  • quantitative and intuitive thinking, analytical skills, effective communication
  • Master's Degree of PhD in quantitative field, including but not limited to Financial Engineering, Math, Economics, Physics
  • hands-on experience in computer programming (e.g. VBA, C++) is a strong plus

What's on Offer

Competitive base salary and bonus compensation package.

Apply for this job

Click the Apply or LinkedIn button below or contact Lauren Bellone quoting job reference 1203800
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