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VP Interest Rate Derivative Valuations

Company: Ashton Lane Group
Location: New York
Posted on: December 6, 2017

Job Description:

Responsibilities:

  • Manage emerging market valuations to ensure compliance with FAS 157, fair value accounting policy and valuation controls as well as responsible for setup and consolidation of valuation results for the Rates Group.
  • Work with strategy/modeling teams to conduct assessment of models used for valuations of derivatives and other financial instruments, assessment of valuation methodologies, testing of valuation tools, identification and resolution of valuation discrepancies, and communicating assessments to senior management and challenging model developers.
  • Utilize proprietary models, Bloomberg, etc. to derive market based prices for emerging markets products
  • Work closely with traders and risk management to resolve pricing disparities, substantiate significant mark ups/downs, and report valuation review results to senior management.
  • Liaise with Global Product Control to validate P&L and understand new transactions. Perform production and policy review regarding the firms quarterly FAS157 accounting disclosure. Requirements:
    • 5+ years valuations / market risk/ product control experience within an investment bank
    • Solid understanding of Interest Rate Derivatives and Structured Rates products
    • Broad practical knowledge of financial products, pricing and portfolio valuation.
    • Computational skills using VBA/Excel preferred
    • Strong communication and interpersonal skills.
    • Masters degree in a quantitative discipline preferred For immediate consideration, please forward resume and contact details to: Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit Ashton Lane Group-- "A trusted advisor throughout your career" Provide pricing & valuations coverage within a Global Investment Bank

      Keywords: Ashton Lane Group, New York, VP Interest Rate Derivative Valuations, Executive, New York, New York

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