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VP/Director, Valuations - Equity Derivatives

  • Job type: Permanent
  • Location: New York
  • Salary: Highly Competitive
  • Job reference: ALCG0407
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 21/07/2017
VP/Director, Valuations – Equity Derivatives

Our client is a leading investment bank located in New York, looking to expand their Valuations group. This team plays a central role within the organization and liaises closely with the trading desks, risk teams, product control, technology, and strategy/modeling teams. Products covered range from vanilla to complex structured derivatives, equities, foreign exchange, fixed income, commodities etc. The candidate will primarily be responsible for execution, management, coordination, and delivery across multiple portfolios.

  • Manage 3-4 associates, and plan/oversee workflow processes
  • Perform independent valuation of equity derivatives products, using proprietary quantitative models and market data inputs
  • Be responsible for producing, analyzing, and verifying valuation movements within client portfolios on a daily basis with reference to wider market activity, trade events, and sensitivity analysis.
  • Initiate and deliver analytics around the valuation service including management information.
  • Establish and develop strong relationships with external and internal parties.
  • Train new team members and lead initiatives as needed
  • Work with colleagues to develop price-testing and reserve policies, consistent with principles of valuation and control
  • Bachelor Degree required in Finance or a related field. Advanced degrees in Financial Engineering, Quantitative Finance, Applied Mathematics, Statistics etc. preferred
  • 7+ years direct experience with valuations, price testing, modeling across vanilla & exotic equity derivatives
  • Ability to explain a valuation by analyzing its constituent parts and how it is calculated.
  • Must have a full understanding of the lifecycle of derivatives and be able to investigate and explain valuation movements using sensitivity based analysis
  • Strong communication skills to establish credibility and build strong relationships
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