Location: United Kingdom (London, City of) Type: Permanent
Rates Financial Engineer
Derivatives professionals require accurate valuations to assess risk and move with confidence. My client provides an integrated solution for every step of the derivatives workflow, across all asset classes. Their models are fed with high quality data giving you the context you need, so you can trade confidently and stay ahead of the markets.
You will be joining a specialised area that concentrates on offering premium structuring, valuation and risk services to their clients including cross-asset flexible, customisable tools and models that illustrate valuation transparency.
Your familiarity with bespoke derivatives term sheets, and the industry standard valuation models and "street practices" used for security valuation and portfolio risk analysis will allow you to successfully contribute to the team. Valuation will rely heavily on the appropriate choice and use of pricing models (combined with appropriate adjustments when necessary). Your ability to assess if the model results are reasonable is essential.
As a member of the team you will be have regular contact with clients so you will need to have strong communication skills. Additionally, you will be working with various people from external clients (traders, sales, buy side, institutional investors), and internal sales specialists, to developers and quants.
Reference: AMC/AMO/JME/RFE. To apply for this vacancy: email John Meadowcroft