FX Valuation and Model Controller (closed)
An outstanding opportunity exists within the Valuations and Risk space in a London Tier 1 bank for an FX Valuation and Model Controller. This group is a conduit between the front and middle office concentrating on price verification, specialised model analysis, and model review and sign-off. Key interaction is with the trading desk, and the Market Risk and Quant teams. Much of the group's routine work is outsourced to finance allowing them to have a highly technical focus, and the team is made up of very quantitative individuals with PhD / Masters degrees.
This role involves working on the monthly price testing / price verification, reporting and analysis of a variety of flow and exotic products. It will involve using existing pricing tools and independent market data sourced from brokers as well as data vendors such as Reuters and Bloomberg. It will also involve managing specific model review projects and therefore will liaise with other control functions and the front office on specific asset classes.
This opportunity is at either the AVP or VP level in a space which is experiencing rapid growth due to the volume of trading, and the focus on development of new complex and hybrid products. The successful candidate will gain exposure to a wide variety of products and models making this an ideal opportunity for someone looking for a management role with a highly technical focus.
Individuals from Product Control, Valuations / IPV, Risk and Quantitative backgrounds will be considered.
To further discuss this role please contact Simon Taylor on 0207 002 1926 or email@example.com