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Rates Valuation Methodology Director | London, UK | Hybrid

Rates Valuation Methodology Director | London, UK | Hybrid

Eames ConsultingLondon, England, United Kingdom
30+ days ago
Job type
  • Permanent
Job description

Rates Valuation Methodology Director

Eames Consulting London, United Kingdom

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Posted 3 days ago | Hybrid | Permanent | Negotiable

Global Investment Bank is currently seeking a highly technical interest rate derivatives specialist to join their Valuation Methodology team in London. This role has been created due to an internal move and is ideal for a quantitatively focused candidate seeking a technical challenge within the finance domain.

Responsibilities :

  • Serve as a Rates SME to develop and enhance Valuation Control Methodology for Derivatives, including IPV, Valuation Adjustment, Valuation Uncertainty, and Fair Value Hierarchy.
  • Create tools to support Valuation Control activities, including support and enhancement of market data calibration infrastructure.
  • Leverage expert knowledge of financial markets, products, and consensus data to understand valuation trends, liquidity, and uncertainty.
  • Act as the point of contact to the Quant team and Model Risk Management to develop and upgrade the valuation control framework, especially following ongoing pricing model consolidation.
  • Lead strategic projects supporting valuation analytics and architecture.
  • Coordinate across regions to ensure global consistency in Valuation Control execution.
  • Drive Operational Excellence by automating workflows with an end-to-end solution.

Requirements :

  • Expert knowledge of structured interest rate derivatives products for trading, pricing, and risk management, along with a broad understanding of cross-asset class products.
  • Proven experience in front office technology / strategy or model development in complex interest rate derivatives.
  • Strong proficiency in Python.
  • System design and development experience, with a track record of working in cross-functional teams.
  • Excellent written and verbal communication skills, with the ability to simplify complex issues.
  • Advanced academic credentials, such as a Master's or PhD in Quantitative Finance, Financial Engineering, Physics, or Mathematics.

    • This role involves regular interaction with front office stakeholders. Therefore, strong interpersonal skills are essential. It offers a stable career path with mobility opportunities across the bank and a hybrid working environment with three days in the office.

    Eames Consulting acts as an Employment Agency for this vacancy. Eames is a global contingent recruitment business specializing in mid-to-senior level roles in insurance and finance sectors.

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    Methodology Director • London, England, United Kingdom