Quantitative Valuations Executive

Role Overview:

Develop valuation models for complex financial assets, including derivatives and structured products.
Handle instruments that are difficult to value due to illiquidity or a lack of observable market data inputs.
You’ll be involved in a range of valuation and advisory engagements relating to financial products (derivatives and cash based) across all asset classes that will include both contentious and non-contentious matters. Such engagements will also include risk related matters such as the modelling of default risk. You will also be involved in other forms of quantitative / statistical advisory projects.

Key Responsibilities:

Write clear papers detailing modelling approaches and valuation techniques.
Ensure compliance with risk management and client procedures.
Manage valuation projects from start to finish.
Deliver accessible valuation models and reports for non-technical readers.
Communicate effectively with clients, managing expectations and relationships.
Participate in client calls and discussions.
Provide intellectual input and challenge on complex projects.
Conduct technical research and share findings with the team.
Prepare reports for clients or legal/regulatory use.
Deliver excellent client service and build professional contacts.

You’ll be someone with:

A master’s degree in Finance, Economics, Mathematics, Statistics, Engineering or Computer Science from a reputable university.
Strong professional interest in the fields of finance and financial instrument valuation, hedging and structuring.
Intellectual curiosity and an analytical mind-set.
An interest in applying tools from finance, mathematics and data science to provide pragmatic and robust solutions to real-world problems.
Some knowledge of the valuation of financial products gained either from university courses, experience in a bank/consultancy or self-study initiatives.
Good knowledge of mathematics as applied to finance and financial product valuation.
Some programming skills in a high-level language (e.g. Python, R, MATLAB, Excel VBA) and/or experience with econometric software packages (e.g. STATA, SAS).
Strong business writing, analytical and modelling skills.
Effective written and oral communication skills.