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Mis à jour le vendredi 10 février 2012
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Voir les 20 annonces d'emploi de SELBY-JENNINGS-LONDON
Quantitative Derivatives Valuation and Independent Price Verification, Vice president, London-Salary £80,000- £100,000
Top US investment bank is seeking a strong mathematically minded candidate for a vice president level role within its Derivative Valuation and IPV group in London.
The bank is a top tier IB which has one of the largest and most profitable derivative trading operations globally.
The Derivative Valuation and IPV group supports this operation across all asset classes and markets and is the biggest group of its kind in the industry.
This role will be challenging and intellectually stimulating as you will be using complex mathematical techniques on a day to basis, but also working closely with the business.
You will be responsible for development of processes and tools to allow for independent verification of derivatives portfolio.
This role is focused on valuation and price validation for derivatives. Metrics need to be developed to quickly ensure reasonability of prices and highlight outliers immediately.
You will be working with traders, sales people, quants and structurers on a daily basis to ensure that the models used for pricing are correct and show a fair value.
Qualifications
-PhD, MSc, DEA level in a highly quantitative field e.g. Mathematics, Econometrics, Physics, Financial Engineering,
-Experience in financial services/investment derivatives/valuation functions,
-Comprehensive understanding of derivatives and valuation,
-Excellent level of mathematics for derivatives i.e. stochastic calculus, PDE modeling, Black-Scholes, Monte carlo, etc,
-Clear communication skills.
To apply or for more information please contact by mail.
www.selbyjennings.com, 00 44 207 019 4137
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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