Leading Investment Bank is searching for an experienced technical candidate for their cross-asset methodology team in London. This role has been created through the current incumbent moving into a front office position and is an ideal role for a candidate seeking a strong technical challenge in a high performing Investment Bank.
- Produce, develop and document fair value valuations methodologies
- Conduct in depth analysis of valuation issues and communicate findings to key stakeholders
- Partner with the business to enforce robust valuation control
- Provide technical and quantitative support to our Finance control partners and provide them with an escalation route
- Liaise with model developers and model approvers, along with other technical support groups
- Clearly communicate complex issues to Finance senior management, Business management, control partners, regulators and internal/external auditors
- Represent the bank in external and cross industry forums
- Strong mathematical academic background - ideally to Masters/PhD level
- Experience of working in a quantitative finance role (valuations methodology, market risk or model risk/validation)
- Extensive Modelling experience
- Strong knowledge of pricing derivatives - ideally long dated FX Derivatives but all exotic asset classes will be considered
- Excellent Programming skills - ability to produce production codes preferably in Python.
This role offers daily interaction with the front office and is therefore essential you have exceptional interpersonal skills.
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.