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Pricing Model Quants - Global Valuations Advisory Firm

Recruiter
CK Search Global
Location
London
Salary
Negotiable
Closing date
26 Jul 2019
Reference
CK LN40

Job Details

Our client is a global valuations advisory firm and their complex valuations team provides financial instrument valuation and model governance advisory services to the firm’s clients as well as valuation services internally.

The team values instruments from liquid traded shares and bonds through to complex derivatives along with related valuation adjustments.

The team also engages in model design, implementation, documentation, validation and validation review activities.

The team is London based and you will be  working with their existing team of modelling and valuation specialists.

Role

  • Providing assistance for the team’s testing of clients’ financial instrument valuations, across a wide range of instrument types and product classes, including valuation adjustments.
  • Assisting clients across the entire model lifecycle (design, implementation, validation and risk).
  • Examining conceptual soundness; reviewing and challenging underlying assumptions, theory, data and limitations of the client’s models.
  • Writing detailed, structured and clear model documentation for client projects.
  • Assisting in performing assessment of model governance, validation policies and control processes and advising best practice approaches.
  • Building and/or reviewing internal pricing models for exotic instruments in Numerix, or other platforms and help the team with on-boarding third party provided models.
  • Providing assistance to the team’s software developers on their existing codebase (Python).
  • Some travel to client sites which may or may not be based in London.

Requirements

  • A postgraduate degree (MSc/PhD) in engineering, physics, maths, quantitative finance or an allied field preferred.
  • Strong teamwork skills – must be flexible in his/her work style and be able to work collaboratively with stakeholders and colleagues at all levels.
  • Creativity and problem-solving skills in individual, team and collaborative consultant-client settings.
  • Strong analytical skills and attention to detail but tempered with an ability to think laterally.
  • Excellent communication skills and the ability to present complex issues in a clear and articulate way to a non-technical audience.
  • Ability to multi-task across multiple assignments, prioritise workloads and work under time pressure.
  • A good understanding of derivative pricing, ideally including the related XVA’s.
  • Theoretical understanding and hands on experience in developing mathematical models.
  • Good knowledge of Python and/or C++.

Preferred but not essential

  • Experience in derivative pricing or model risk at a bank.
  • Understanding of model risk and governance in a financial services context.

Company

CK Search Global is a niche search firm, specialising in six practice areas only, Audit and Risk Advisory, Audit Quality and Technical Standards, Forensic Services, Restructuring Advisory, Transaction Advisory and Valuations.

Christopher Kidd founded CK Search Global in 2014 and has over 30 years professional services recruitment and search experience having successfully introduced specialists across our practice areas into professional services firms throughout his career , primarily focussing on senior level recruitment. Many of his introductions now lead service lines for advisory firms around the world and come to him for advice on hiring strategies and with search mandates.

Our six areas of practise and expertise have been fine-tuned over the last seven years and our success is largely due to the professional relationships we have nurtured.

Our goal at CK Search Global is to build robust and meaningful relationships with both our clients and our candidates. We start from the ground up, building an in-depth understanding of our clients’ business.

Next we search for the ideal candidates, individuals who have the relevant professional and personal skills. By facilitating this partnership, we strive for the most successful combination – a long-standing placement with satisfied clients and successful candidates.

Diversity and inclusion are at the very core of who we are and what we do. We work closely with our clients to ensure that we are providing the widest possible cultural diversity within any shortlist.

Company info
Telephone
+44 (0)20 8242 6001
Location
36-38 Cornhill
London
EC3V 3NG
United Kingdom

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