Rates Valuation Methodology Director (London Area)

Global Investment Bank is currently searching for a highly technical interest rate derivatives specialist to join their Valuation Methodology team in London. This role has been created by an internal move and would suit a quantitative focused candidate looking for a technical challenge within the Finance remit.

Responsibilities:

• Rates SME to develop and enhance Valuation Control Methodology for Derivatives, including IPV, Valuation Adjustment, Valuation Uncertainty and Fair Value Hierarchy
• Creating 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 trending, liquidity and uncertainty
• Point of contact to the Quant team and Model Risk Management to develop and upgrade valuation control framework as a result of ongoing pricing model consolidation
• Lead strategic projects supporting valuation analytics and architecture
• Coordinate across regions to drive global consistency in Valuation Control execution
• Drive Operational Excellence by automating the workflows with an End-to-End solution

Requirements:

• Expert knowledge of structured interest rate derivatives products for trading, pricing and risk management and broad understanding of cross-asset class products
• Proven experience in either front office technology/strategist or model development in complex interest rates derivatives
• Strong 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
• Excellent academic credentials, with a Master’s or PHD in a quantitative field such as Quantitative Finance, Financial Engineering, Physics or Mathematics

This role will involve regular interaction with front office stakeholders so it is essential that you have strong interpersonal skills. This position is an ideal opportunity for a front office candidate who is seeking a role with more stability in the medium to long term. The role offers clear mobility opportunities across the bank and a hybrid flexible working environment with 3 days in the office.