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Mis à jour le mardi 7 février 2012
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Voir les 22 annonces d'emploi de SELBY-JENNINGS-NEW-YORK
Derivatives Valuation Analyst-Vice President-New York-Salary: Exceptional
This top-tiered US Investment Bank is looking to take on only THE most talented Valuations Analyst to cover their award winning Derivatives desk.
This leading Investment bank is also offering a tailored training scheme, which has been hailed as the best training scheme in the industry for this area.
They offer training which is moulded and tailored to fit that individual's strengths and weaknesses, allowing them to grow quickly with the company. It will propel the individual to becoming a team leader and manager in less than a year and with the company's plans to expand rapidly the successful candidate will be expected to head a growing team of their own.
Responsibilities:
-Price and verify derivatives including credit, fixed income, commodities, FX, structured products.
-Generate internal/external NPV discrepancy report.
-Develop methodology for NPV discrepancy attribution based on risks. Enhance model control and risk management.
-Derivatives models utilized: CDS model, base correlation model for tranche product, SABR model for interest rate derivatives, LSV model for FX options, Black model, etc.
-Analyze firm-wide liability management. Improve hedge effectiveness using interest swap, cross currency swap, etc.
-Running and managing a team of juniors, overseeing projects and training.
Skills, education and experience:
-Extensive previous experience working in a Valuations role or model validation team.
-PhD in a Finance related degree i.e. Mathematics/Physics/Engineering from a top school.
-Good knowledge of C++/Matlab and other programming skills.
-Experience working with EQ, Credit, Commodity products.
-Experience working with Derivative models.
This bank has an exceptional team and is offering an exceptional salary with generous benefits.
To apply please contact by mail with CV in word format.
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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