Derivatives Valuations Analyst Derivatives Valuations Analyst …

Charles Levick
in London, England, United Kingdom
Permanent, Full time
Last application, 16 Sep 19
Negotiable
Charles Levick
in London, England, United Kingdom
Permanent, Full time
Last application, 16 Sep 19
Negotiable
Charles Levick
I am currently partnered with a multinational financial technology and fund services company, who is looking for a bright and enthusiastic candidate with 2-3 years' experience in this space, to join the team in London, to assist with the pricing validation for all OTC Derivatives and Securities traded by their clients. The team is responsible for pricing the portfolios of clients in line with their valuation policy and play a key role in ensuring integrity of the NAV published.

I am currently partnered with a multinational financial technology and fund services company, who is looking for a bright and enthusiastic candidate with 2-3 years' experience in this space, to join the team in London, to assist with the pricing validation for all OTC Derivatives and Securities traded by their clients. The team is responsible for pricing the portfolios of clients in line with their valuation policy and play a key role in ensuring integrity of the NAV published. Valuations are produced using market data from vendors and internal pricing models, which are then compared to reference valuations to highlight and investigate exceptions.

The successful candidate will have effective interpersonal skills to collaborate with various interdepartmental teams on valuation matters and have knowledge on various asset pricing models. The candidate will have the ability to work independently on a wide variety of tasks and display an aptitude for problem solving. They will assist in the monthly and quarterly tasks in a timely manner and where necessary escalating valuation issues to Management / client.

My client is looking for someone who has a couple of years relevant experience ideally.

Responsibilities:

* Provide end-to-end valuations across a variety of financial instruments including various OTC derivatives.
* Configure and review the pricing hierarchy and derivative valuation setups in the valuation system, ensuring consistency with the client's valuation policy at all times.
* Be able to generate new ideas, and challenge the status quo, taking ownership to improve efficiency within the valuations team and to help maintain a robust valuation control process.
* Review P&L queries and monthly valuation reconciliations, analysing and commenting on exceptions for the client review.
* To effectively manage client deliverables and prioritise workloads, ensuring NAV tasks have been completed promptly.
* To form good working relationships with internal and external global counterparts (Trade Capture, Fund Accounting, and Securities Pricing, Clients, Counterparties and Vendors).
* To perform yield curve reviews and assist in projects impacting the valuations business that requires pricing expertise.
* Assist in the periodic Market data vendor due diligence review, tracking performance metrics and analysing data nuances.
* To perform UAT testing new valuation methodologies for new instrument types and provide feedback to quantitative development team.

Skills & Experience:

* Strong Analytic background/previous experience in valuation of derivatives (exceptions considered if the candidate has strong derivative knowledge that has been demonstrated academically).
* Degree in Economics/Finance or another numerical discipline.
* Knowledge on financial instruments such as Fixed Income, Interest Rate Swaps, Equity options, FX options, Swaptions, etc.
* Understanding of applied mathematics in derivative products.
* Organisational skills with ambition to see projects and deliverables through to completion.
* Ability to perform investigation of pricing discrepancies between various pricing sources.
* Knowledge on Bloomberg would be an added advantage.
* Be skilled at prioritising, organising and working on multiple clients/tasks.
* Possess excellent written and oral communication skills and ability to communicate complex valuation information to diverse audience.

Company Overview

Charles Levick Limited are a leading global financial recruiter providing innovative solutions across Capital Markets, Financial and Professional Services organisations. Founded in 2008, Charles Levick is privately owned and operates from offices based within the City of London and New York.

A truly independent company with a global reach, we pride ourselves on delivering honest and intelligent guidance developing long term sustainable relationships. Our breadth of expertise and services allow us to deliver solutions across our sectors ranging from junior analyst through to C-Suite requisitions, all delivered with exceptional levels of attention to detail and service that have helped us to grow into the organisation we are today.

We have managed to build an enviable reputation partnering a diverse range of large and small organisations initially within London, but now globally, actively supporting clients across Europe, Asia and the US. With decades of experience, we have been able to develop a substantial knowledge of our markets as well as building loyal relationships with our clients and candidates.

Our business is devised of 5 core areas of specialisation:

  • Operations/Infrastructure
  • Compliance
  • Risk & Actuarial
  • Change, Transformation & Technology
  • Fintech
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