VP- Capital Markets Valuations- Equity Derivatives

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Job #: 10576
Status: Inactive / Filled
Title: VP- Capital Markets Valuations- Equity Derivatives
Job Location: Manhattan, NY
Base Compensation: $120,000 — $160,000
Total Compensation: $150,000 — $200,000
Is Employer Willing to Relocate?: No
Employment Type: Full Time / Direct Hire
Job Categories: Capital Markets; Investment Banking
Industries: Banking; Financial Services; Investments


A unique oppurtunity to join the independent valuations group at a leading global investment bank with a growing presence in Manhattan.


Responsibilities * Conduct price testing to exchange, broker, or other data of pricing inputs and model outputs for exotic equity derivative products * Calculation of applicable fair value / model reserves for exotic equity derivative products * Review new models from valuation perspective to provide approval as part of the model validation process * Investigation of pricing / model uncertainty in methodology and parameters used, testing model calibration employed * Dealing with product control, risk managment and quantitative departments on valuation and modelling issues * Discussing price testing results, fair value and model reserves, general modelling issues / uncertainties with front office and reporting on suitability for specific products / markets


* Previous exotic derivatives experience (preferably equities) in a valuations or risk managment role * Strong product and market knowledge in relation to derivatives and related valuation / risk management * MSc / Phd in quantitative discipline * Stong IT skills (preferred exposure to some of VBA, C++, SQL, Python, other...)
Education: None
Total Years of Experience: 9-10+
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