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Junior Valuations Analyst - Tier 1 Investment Bank

this job appointment has expired

Location United Kingdom,

Remuneration £45000 - £55000 per annum

Employment type perm

Updated 06th Dec 2017

Company Selby Jennings

Contact Scott Darroch

Phone 020 3758 8900

Email click here

JUNIOR VALUATIONS ANALYST

JUNIOR VALUATIONS ANALYST - GVG TIER 1 INVESTMENT BANK

GLOBAL VALUATIONS GROUP//MODEL CALIBRATION//PORTFOLIO VALUATION//DERIVATIVES//VBA//QUANTITATIVE FINANCE//INVESTMENT BANKING

Selby Jennings has started working with a tier 1 American investment bank here in London who are looking for a junior valuations analyst to join their GVG team. If you are interested in a role within in an investment bank with responsibilities related to quantitative finance, this role could be for you!

To apply for this position you will ideally have several years professional or internship experience working in portfolio valuations of derivative products. Candidates with strong academic backgrounds in stochastic calculus and financial mathematics are also encouraged to apply.

Responsibilities include:

- Working on the quantitative and technological development and calibration of exotic interest rate and inflation derivative valuation capabilities
- Enhance existing pricing models to support new products within these asset classes
- Ensure the quality and reliability of market data inputs and calibrations for the pricing of derivatives

To be considered for this opportunity you will need to demonstrate:

- An advanced mathematical, quantitative or econometrical qualification - PhD or MSc preferred
- Extensive experience in programming using R, Python and or VBA
- Strong knowledge of stochastic calculus
- A CFA qualification is, of course, desirable

Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com

GLOBAL VALUATIONS GROUP//MODEL CALIBRATION//PORTFOLIO VALUATION//DERIVATIVES//VBA//QUANTITATIVE FINANCE//INVESTMENT BANKING

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