Leading Investment Bank is currently searching for an experienced valuation professional to become join their expanding Equity Derivatives Valuation methodology team in London. This is a newly created role and is a hybrid role which will also be responsible for providing expert thought leadership on a range of valuation issues and in relation to the use of digital tools to facilitate enhanced, consistent valuation control across multiple asset classes and locations.
Responsibilities:
- Developing valuation methodologies for the Equity Derivatives desk and utilising Quant tools and process analytics to incorporate into IPV production solutions
- Point of contact for the Equity Derivatives Front Office and Valuation Control team regarding any methodologies queries
- Specialist for Digital Methodology support across the Valuation Control function
- Identifying potential digital tool opportunities to enhance valuation control and consistency
- Ensuring timely remediation of regulatory matters requiring attention, audit findings and associated reporting demands associated with the area of responsibility
- Identifying pricing issues, valuation parameters or instrument types that may require particular attention with critical analysis of the valuation issues involved
- Lead, develop and propose solutions to complex technical challenges or control issues using new digital tools
Requirements:
- Proven experience in a Valuation Methodology or control function within another Investment Bank
- Practical experience of using emerging digital tools including languages such as Python or R, and data visualisation tools - essential
- Strong knowledge of the valuation of exotic/structured derivatives - essential
- Strong experience of improving internal processes and controls
- Data Mining and ideally Data Science background
- Innovative mindset and the ability to challenge and influence
- Strong academic background educated to MSc level in a technical subject
The role will involve regular interaction with key stakeholders across the business and it is therefore essential that the candidate has strong interpersonal skills. The position will have visibility to board level management and are looking for an individual who can challenge the current status quo. The bank also offers excellent flexible working and a relaxed dress code policy.
If you are interested in this role, please apply below or contact me for more information.
Eames Consulting is acting as an Employment Agency in relation to this vacancy.
