Quantitative Risk Manager - Valuations & Derivatives

5 days left

Employer
Selby Jennings
Location
London, United Kingdom
Salary
Negotiable
Posted
Dec 23, 2021
Closes
Jan 22, 2022
Ref
13101815
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities of the role:
  • Delivering advice on quantitative models across valuations, structured projects and derivatives.
  • Responsible for assisting with the development of valuation models and modelling techniques for financial assets.
  • Validating model libraries obtained from within a leading investment house or buy-side firm.
  • Managing a team to provide reports on clear and concise papers setting out modelling approaches and valuation techniques applied.


Key requirements of the Position:
  • Significant valuation experience gained from a major financial institution or another professional services firm.
  • Proficiency across a number of valuation techniques
  • Strong business writing, analytical and excel modelling skills.
  • Strong understanding of basic mathematical and programming concepts and their application to the valuation of financial products.
  • Excellent academic background with potentially a professional qualification in accountancy or other related financial discipline (e.g. ACA or CFA).
  • Ability to understand client models as well as the strengths and deficiencies and drivers of value

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