| Job Title: | Product Implementation Analyst |
|---|---|
| Reference: | 200709 |
| Salary: | £65000 - £70000 per annum |
| Location(s): | City of London |
| Industry(s): | Risk |
| Advertiser: | Joslin Rowe |
| Employment Type: | Permanent |
| Posted: | 16-06-2008 |
Description:
A prestigious investment bank is looking to recruit a product implementation analyst.The recent roll out of exotic and hybrid derivative valuation models and recent growth in demand for these products from well capitalised banks means the Derivatives Middle Office now has an opportunity to recruit another senior analyst with experience of exotic derivative model calibration.
The successful candidate's responsibilities include:
- analyzing the impact of new/improved on models on the portfolio valuation and risk reporting
- developing the means to and monitoring historic, consensus and market implied illiquid exotic derivative model input parameters,
- reviewing the ability of the model to fit market and consensus prices, and, where the model does not fit, quantifying the impact on the portfolio valuation,
The ideal candidate will be educated to degree level or equivalent and have familiarity with computer programming and financial modelling (ideally Excel/VB, SQL). Knowledge of exotic derivatives including the motives for trading them, how they are quoted, traded, priced and risk managed is essential for this role.
Joslin Rowe - Winner of 4 UK Recruiter Awards & highly commended for our recruitment excellence in 2005, 2006, 2007 & 2008.
Joslin Rowe Associates Ltd encourages applications from individuals from all backgrounds but candidates must be able to demonstrate their ability to work in the UK.
Joslin Rowe Associates Ltd is acting as an Employment Agency in relation to this vacancy.
