Senior Quantitative Valuation Model Reviewer – Equities - Vice President

Tasks

• Analyze model impact on portfolio
• Assess pricing of exotic derivatives
• Collaborate with trading and risk on marking methodologies
• Maintain internal client relationships
• Manage team deliverables
• Review valuation models
• Support professional development of team members
• Translate firm goals into departmental goals
• Work with model developers on valuation and risk models

Perks/Benefits

• Flexible work arrangements
• Inclusive work environment
• Professional development opportunities

Skills/Tech-stack

Derivatives | Financial Mathematics | Financial markets | Market intuition | Marking | Model Validation | Pricing | Quantitative Analysis | Risk Modeling | Valuation modeling