Director Valuation Methodologies

Aston Carter
90000.00 - 120000.00 GBP Annual + bonus, Pension
17 Oct 2016
21 Oct 2016
Contract Type
Full Time

*New opportunity interacting with Front Office Quant teams offering a fast paced environment and career autonomy for a driven individual.*

Reporting directly into Regional Head of Valuation Methodology based in London.

  • Review, enhance and develop independent price testing (IPV) methodologies for all Interest Rate, Credit and FX products
  • Review and develop valuation methodologies underlying model and liquidity reserves
  • Develop and/or review model and product combinations submitted by the Front Office, while adhering to risk principles and standards and the relevant policies
  • Develop, enhance and review Independent Price Verification methodologies for global implementation by the IPV teams
  • Interact with Front Office valuation methodologies and challenge decisions to ensure compliance with accounting standards and alignment with industry practice.

Successful Candidates will have:

  • Masters' degree in a quantitative discipline (mathematics/physics). A PhD from a top tier university is strongly preferred; strong background in financial mathematics.
  • Knowledge of financial markets/products and proven experience in a similar role.
  • Ability to develop models in a timely manner, using innovation and common sense.
  • Ability to work in a team, to adhere to tight deadlines, to be flexible to changes in priorities, and to develop and maintain relationships.
  • 1 year+ industrial experience in the relevant areas as a quant acquired in investment banks, such as model validation or Front Office roles

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.