VP Interest Rate Derivative Valuations

  • Competitive Base & Bonus
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • Ashton Lane Group
  • 17 nov. 17 2017-11-17

Provide pricing & valuations coverage within a Global Investment Bank

Responsibilities:

  • Manage emerging market valuations to ensure compliance with FAS 157, fair value accounting policy and valuation controls as well as responsible for setup and consolidation of valuation results for the Rates Group.
  • Work with strategy/modeling teams to conduct assessment of models used for valuations of derivatives and other financial instruments, assessment of valuation methodologies, testing of valuation tools, identification and resolution of valuation discrepancies, and communicating assessments to senior management and challenging model developers.
  • Utilize proprietary models, Bloomberg, etc. to derive market based prices for emerging markets products
  • Work closely with traders and risk management to resolve pricing disparities, substantiate significant mark ups/downs, and report valuation review results to senior management.
  • Liaise with Global Product Control to validate P&L and understand new transactions. Perform production and policy review regarding the firms quarterly FAS157 accounting disclosure.

Requirements:

  • 5+ years valuations / market risk/ product control experience within an investment bank
  • Solid understanding of Interest Rate Derivatives and Structured Rates products
  • Broad practical knowledge of financial products, pricing and portfolio valuation.
  • Computational skills using VBA/Excel preferred
  • Strong communication and interpersonal skills.
  • Masters degree in a quantitative discipline preferred

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

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