VP Equity Derivatives Pricing
- Competitive Base & Bonus
- New York, NY, USA
- Permanent, Full time
- Ashton Lane Group
- 21 Aug 17
Provide independent pricing & valuations coverage within a Global Investment Bank
- Execution of Independent Price Verification processes with focus on Equity Derivative (Delta one, Illiquid methodologies, Correlation, CBs)
- Lead projects, implementing new processes, re-engineering and industrializing current processes.
- Ensure methodology documentation on the parameter review processes are up to date and signed off by management.
- Propose innovative enhancements to valuation methodologies through consultation with and validation from local and global Risk and Financial Control groups.
- Effectively manage relationships with Front Office Trading, Research and Quant teams
- Actively explore and identify potential synergies and opportunities for improvements across business Lines (Fixed Income, GECD, and Asset/Liability Management Treasury).
- Contribute to the maintenance of the market data matrix to ensure accuracy of all parameters used in the Official P&L
- Provide presentations to Trading, Middle Office on methodologies and IPV processes.
- 5+ years’ experience in derivatives control and pricing analysis within an investment bank
- Strong Knowledge of either Equity or Commodity instruments
- Knowledge and understanding of options basics (Pricing/Models, Greeks, P&L effects)
- Excellent IT skills (mainly VBA, Python). Quick to assimilate new technology/systems and adapt into processes.
- Strong communication and interpersonal skills.
- Masters degree in a quantitative discipline preferred.
For immediate consideration, please forward resume and contact details to: email@example.com
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