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Valuations and Risk Analyst

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Michael Page 550.00 British Pound . GBP Per day

2021-12-03 07:45:29

Job location Barkingside, Greater London, United Kingdom

Job type: fulltime

Job industry: Other

Job description

  • A large, multinational bank
  • Presence on all major money markets
Job Description
The successful Valuations and Risk Analyst will be responsible for:
  • Ensure the independent verification of prices for Equity Derivatives activity (EQD)
  • Produce reports highlighting the underlying coverage and the IPV (Independent Price Verification) results
  • Ensure the control and validation of the pricing methodologies used for the Official Profit & Loss calculation
  • Ensure a close follow up on the market data cartography and pricing config cartography
  • Analyse the risks on the trading books
The successful candidate will also be responsible for the implementation of various projects, involving interaction with other teams and databases.

The Successful Applicant
The successful Valuations and Risk Analyst:
  • Excellent Mathematical and Statistics knowledge
  • Strong knowledge of derivatives products and pricing drivers
  • Strong Excel/VBA, Python and Access skills
  • Ability to work in a demanding environment
  • Excellent quantitative and analytic skills
What's on Offer
  • 12 month contract
  • Competitive day rate (PAYE)
  • Flexible working
Contact
Matthew Dalby

Quote job ref
JN-112377

Phone number

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