VP- Capital Markets Valuations- Equity Derivatives
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|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|
WHY IS THIS A GREAT OPPORTUNITY?
A unique oppurtunity to join the independent valuations group at a leading global investment bank with a growing presence in Manhattan.
JOB DESCRIPTIONResponsibilities * 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...)
Total Years of Experience: