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Vice President of Finance Valuation & Policy Exotic Hybrids, Quantitative Analysis, London.
Top tier global investment bank seeks experienced Equity exotics valuations quantitative analyst for London.
Finance Valuation & Policy (FVP) is an independent group within finance whose primary responsibility is to ensure that the valuation of the firm's risk portfolios, are fairly valued.
The group sets independent pricing and reserve policies.
FVP highlight concentrations in risk or uncertainties in parameter inputs and work with the trading and quantitative groups to fully understand their implications from a risk/return perspective and the impact on the desk's level of reserving. In addition, FVP is responsible for the review of approximately loaded trades, high level risk/P&L analysis, approval of new products, and model releases.
FVP is organised along business lines including Credit, fixed income exotic and hybrids, rates, equities, emerging markets, securitized products, principal investments and currencies & commodities.
Clients of the group include senior management, business heads, regulators, and both internal and external audit.
The group also works closely with the traders, CFOs, market risk and middle office to ensure a complete understanding of business issues and the accurate execution of valuation policy.
The group is looking for a VP to work as part of the team covering the Equity Exotics and Hybrids Business.
Job Responsibilities:
-Supporting the coverage of the Equities Exotics and Hybrids Business,
-Develop strong relationships with key front office personnel, finance, audit and MVAR partners throughout the firm,
-Ensure efficient execution of key processes around reserve substantiation and price testing on a monthly basis,
-Work with colleagues to develop price-testing and reserve policies – ensure that these are well considered and capture the economic reality of our valuation risks,
-Considering the potential threats to our valuations of products within Equities Exotics and Hybrids business and ensuring that all relevant parameters are identified and evaluated,
-Enhance existing control framework including reviewing independent pricing processes, assessing potential coverage developments and implementing new tools to enhance control efficiency.
Skills/Qualifications:
-Enthusiasm and energy to work to tight deadlines (previous experience of handling multiple tasks simultaneously and efficiently a distinct advantage),
-Ability to understand complex products, and analyze transaction and process flows,
-Strong commitment to learn and operate outside of comfort zone,
-Appetite to constantly question the status quo and look for better solutions,
-Lateral thinker, tenacious, commitment to getting things done,
-Knowledge of derivative pricing, risk and valuation (previous exposure to equity derivative products a must have),
-Excellent written and spoken communication skills (previous exposure to the trading floor and control groups is a must have),
-Exceptional academic background to PhD or MSc level in a highly quantitative subject,
-Experience at a similar level in product control, middle office or valuations, My client has no limit on compensation, depending on experience.
Please apply mail with CV in word format
www.selbyjennings.com
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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