Quantitative Risk Manager - Valuations & Derivatives
- Employer
- Selby Jennings
- Location
- London, United Kingdom
- Salary
- Negotiable
- Closing date
- Mar 5, 2022
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities of the role:
Key requirements of the Position:
- 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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