Rates Valuation Specialist
Derbyshire, United Kingdom
Bank of America
tools to support Valuation Control activities including IPV, Valuation Adjustments, Valuation Uncertainty and Fair Value Hierarchy. Responsibilities: 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 … execution Drive Operational Excellence by automating the workflows with an End-to-End solution What we are looking for: Knowledge of structured interest rate derivatives products for trading, pricing and risk management and broad understanding of cross-asset class products Previous experience in large, complex financial services organization performing valuation … control/FO tech/model development in complex interest rates derivatives Excellent analytical and problem-solving abilities with proficiency in Python System design and development experience, working in cross-functional teams Excellent written and communication skills with ability to communicate complex issues in a simple manner Flexibility to adapt More ❯
Employment Type: Permanent
Salary: GBP Annual
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