Accessibility Links

VP, Valuations – Rates Derivatives

  • Job type: Permanent
  • Location: New York
  • Salary: Highly Competitive
  • Job reference: ALCG0501
  • Sector: Banking and Finance, Quantitative Finance, Risk Management, Selby Jennings
  • Date posted: 18/08/2017
VP, Valuations – Rates 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. The ideal candidate will have some management experience, and be interested in building a team.

Responsibilities
  • Take charge of high-level processes within the team, and manage 2-3 junior members
  • Lead independent valuation of interest rates & foreign exchange derivatives 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, working directly with senior management and providing regular input in decision-making processes.
  • 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
Qualifications
  • Bachelor Degree required in Finance or a related field. Advanced degrees in Financial Engineering, Quantitative Finance, Applied Mathematics, Statistics etc. strongly preferred
  • 5-10 years direct experience with valuations, price testing, modeling across fixed income interest rate derivatives, and fx products
  • 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

Apply Now.
Similar jobs
UK Fixed Income Sales
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description Fixed Income UK Sales, London (Fixed Income, Credit, Sales, HY, IG, Derivatives, UK Market, Institutional Clients, Investment Bank) An FI Credit UK Sales position has...
East Coast Consultant Relations
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description I am currently working with a leading global investment management firm who is seeking a VP of Consultant Relations on the East Coast.  This person  ...
VP Business Development
  • Job type: Permanent
  • Location: Los Angeles
  • Salary: Competitive
  • Description A growing asset manager with $46B AUM is seeking a seasoned business developer to head up the marketing efforts for their credit fund in their  ...
Operational Risk Associate/VP || Rapidly Growing Buy-Side Firm - 2 Headcount
  • Job type: Permanent
  • Location: Central Hong Kong Island
  • Salary: Competitive Salary
  • Description Reporting to the Head of Risk you will be in charge of the following duties: Develop and maintain risk management policies and proceduresPerform regular...
VP - Operational Risk
  • Job type: Permanent
  • Location: New York
  • Salary: $170000+
  • Description My client, a top international bank is looking to add a Vice President of Operational Risk to their growing risk management team. My client is...