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Vice President, Equity Derivatives Pricing

this job appointment has expired

Location United States,

Remuneration Highly Competitive

Employment type perm

Updated 09th Feb 2018

Company Selby Jennings

Contact Adriel Chang (NY)

Phone (646) 759-5605

Email click here

Responsibilities

  • Independent pricing and analysis of Equity derivatives, including exotic derivatives using proprietary quantitative models and market data inputs.
  • Lead the development, testing and calibration of relevant models alongside quantitative and technology teams.
  • Be responsible for producing, analyzing, and verifying valuation movements within portfolios on a daily basis with reference to wider market activity, trade events, and sensitivity analysis.
  • Initiate and deliver analytics around the valuation service including management information.
  • Establish and develop strong relationships with external and internal parties, working directly with senior management and providing regular input in decision-making processes.
  • Daily interaction and communication with senior counterparts in front office trading and quant teams for position marking validation and controls.
  • Work with relevant departments to develop price-testing and reserve policies, consistent with principles of valuation and control.
  • Train new team members and lead initiatives as needed.


Qualifications

  • Bachelor's Degree required in Finance or a related field.
  • Advanced degrees in Financial Engineering, Quantitative Finance, Applied Mathematics, Statistics etc. preferred.
  • 4 years direct experience with valuations & price-testing of derivatives, ideally in a sell-side institution.
  • Ability to explain a valuation by analyzing its constituent parts and how it is calculated.
  • Must have a full and up-to-date understanding of the lifecycle of derivatives and be able to investigate and explain valuation movements using sensitivity based analysis.
  • Strong communication skills to establish credibility and build strong relationships.
  • Strong technical ability - hands-on experience with models, complex spreadsheets, process automation etc.
  • Knowledge of programming e.g. VBA, SQL is an advantage.

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