The ideal candidate will focus on applying independent price testing procedures for derivatives that are fair valued by the front office. Secondary responsibilities may include calculation of liquidity, model and other valuation adjustments as specified in the LOB valuation control procedures. This individual will also be able to clearly document and communicate results of procedures applied to team members and supervisors within Business, Finance & Control.
- 10+ years of financial derivatives experience in trading, large bank, hedge fund, Risk, Quantitative or pricing technical role.
- At least 5 years of hands-on experience on programming languages like, VBA/C/C++/Python. Must be very skillful on EXCEL.
- Deep understanding on pricing mechanism behind credit products/exotic derivatives and the respective CVA/FVA/UMR.
- A team player must be highly self-motivated and take ownership.