Connecting...

Quantitative Rates Valuation

Job Title: Quantitative Rates Valuation
Contract Type: Permanent
Location: New York
Industry:
Salary: US$90000.00 - US$140000 per annum
Reference: BBBH13852
Contact Name: Richard Greaves
Contact Email: Richard.greaves@twentyrecruitment.com
Job Published: January 04, 2017 19:53

Job Description

My client are a leading global investment bank. They are looking for a technically strong Valuations/pricing candidate to join them in their rates team. Ideal background would be strong academics including a Masters in Financial Engineering/Mathematics or related. Broad experience across the IB industry is also a plus.


The role involves:

- Management and leadership of Junior team member.

- Monthly price verification

- Presentation of results to senior key stakeholders.

- Reverse/valuation adjustment calculations

- Designing price testing methodologies across the Vanilla and Exotic Rates products

For further information - send your resume across to richard.greaves @ twentyrecruitment .com or reply to this advertisement.