My client a leading International Bank is currently looking for an experienced Risk candidate with a degree in finance, economics or a numerical subject.
Derivative Pricing & Risk
You will mainly be responsible for the accuracy of the output of OTC derivative valuations from the in-house valuation platform. Key to this delivery will be the review, configuration and test of off-the shelf pricing models as well as model inputs.
You will demonstrate technical knowledge in financial instrument pricing, popular approaches and related assumptions as well as their practical limitations.
You will have the ability to reverse-engineer derivative valuations & value certain structures from first principles.
Does this sound like you?
Good salary/additional benefits for the right person.
City Centre location
If this role is of interest to you I would love to have a chat.