Assistant Vice President - Valuation - Investment Bank

About Our Client

Our client is one of the leading Global Investment Banks and the role is positioned within their central valuation group. The central valuation group is supporting their Corporate and Investment banking business across the globe. They are currently looking strong professionals from a valuations background to join their successful team.

Job Description

The role would involve :

- Calibrating/Building Yield curves

- Bid /Offer reserve calculations

- Prudential valuation Adjustments

- IPV for Rates Products -some products include Interest Rate Swaps, Swaptions, Cross Currency Swaps, Inflation-Swaps,Total Return Swaps and Collateralized Derivative products.

- Ideally candidates with valuations or IPV experience with rates products with substantial experience ( 5 + years ) would fit the bill.

- It is necessary for the candidates to have substantial rates products knowledge .

- If the candidates have a quant background working in model validation, attribution roles for rates products if would also be acceptable.

The Successful Applicant

- 5+ years experience in the valuations space.

- Strong understanding in pricing models with a greater stress on understanding of parametric inputs.

- Strong technical knowledge of the asset classes

- Hands on experience with Bloomberg and Reuters in key markets data sets & using pricing functions.

- Strong hands on experience with MS Excel financial functions and experience in writing macros.