VP - Exotic Trade Review

RESPONSIBILITIES:

Ensuring all the trade economics, pay-off profiles (complex structure payoffs) and pricing factors are correctly captured in the product valuation.

Identifying material risks with respect to modelling and booking methodology deficiencies as well as discrepancies with the trade documentation.

Proposing booking model and documentation amendments and co-ordinating the implementation of enhancements.

SKILLS:

- 8 + years of professional experience.

- Strong exotic derivatives product knowledge (experience in more than one asset class is a great advantage).