Valuation Risk and Control (Fixed Income),
Our client believes that to deliver high-quality products and services to their clients and to work together effectively across the bank, they require employees with different mindsets and wide-ranging experience. The diversity of their workforce provides them with a better understanding of client needs, cultural aspects and regional markets. They believe that it also opens up a broader range of business opportunities. That is why they have retained E2W to help them find female candidates for this role.
- A solid quantitative background and experience in model calibration and benchmarking of valuation models and methodologies for fixed-income products and derivatives (Rates/FX/Commodities).
- Ability to provide quantitative technical expertise and analysis to the VRC FID team for new complex trades or other valuation control matters.
- Experience of working closely and collaborating with Front office traders, model developer (quants strategies), model validation team (PMV) and BFO (Business Finance Officer) to accomplish tasks.
- Proven industry and practical experience in valuation control and model calibration / benchmarking of fixed income derivatives and exotic products
- First line quantitative, trading and risk experience is preferred
- Advanced degree (Master or PhD) in quantitative fields is required (math, quantitative finance, statistics, engineering).
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