VP Valuation / Pricing

Global Financial services firm.

 

Our client is hiring individuals at the AVP and VP level for their dedicated valuations group. Experience in one or more of the following products desired:

 Structured Credit Credit Derivatives Asset Backed (ABS, RMBS, CMBS) Interest Rate Derivatives FX

Responsibilities: Working within the Global Control department:

 Analysis on a periodic basis of the mark to market to ensure that all aspects of the valuation (i.e. correlation, recovery rates, restructuring types, spreads, pricing assumptions) are being accurately reflected on the risk systemsStress testing and sensitivity analysis on retained residuals resulting from structured finance securitizationsComplex Model ReviewCo-ordination with Accounting Policy 

Requirements:

 

Bachelor?s degree within the following: Finance, Accounting, Statistics, Mathematics, or Economics. Masters degree preferred Modeling and complex valuation techniques Strong IT skills including Excel, Access, etc Expertise in Derivatives control reporting and pricing analysis Ability to effectively communicate with Senior Management, peers, subordinates and external contacts Strong strategic planning skills, ability to understand macro management and cross-functional organization

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.