| Location: |
NY-Manhattan
Mid-Atlantic (DE, DC, MD, NJ, NY, PA, VA & WV) |
| Salary Range: |
120,000 - 160,000 |
| Total Compensation: |
150,000 - 200,000 |
| Job Description: |
Responsibilities * Conduct price testing to exchange, broker, or other data of pricing inputs and model outputs for exotic equity derivative products * Calculation of applicable fair value / model reserves for exotic equity derivative products * Review new models from valuation perspective to provide approval as part of the model validation process * Investigation of pricing / model uncertainty in methodology and parameters used, testing model calibration employed * Dealing with product control, risk managment and quantitative departments on valuation and modelling issues * Discussing price testing results, fair value and model reserves, general modelling issues / uncertainties with front office and reporting on suitability for specific products / markets |
| Education and Certifications/Licenses: |
None, None, None |
| Mandatory Minimum Qualifications: |
* Previous exotic derivatives experience (preferably equities) in a valuations or risk managment role * Strong product and market knowledge in relation to derivatives and related valuation / risk management * MSc / Phd in quantitative discipline * Stong IT skills (preferred exposure to some of VBA, C++, SQL, Python, other...) |
| Preferred Qualifications: |
|
| Benefits: |
|
| Overnight Travel: |
None Listed |
| Relocation Assistance: |
No |
Apply On-line for this Job
(click here): |
You must be registered to apply for jobs on-line. Register now.
If this job is not an exact match you can tell us the details of your dream job and we can notify you when it is available. But you must be registered to do this. Please click here to register now. |
|
