For Recruiters

OTC Derivatives Valuations Manager

Analytic Recruiting Inc.
Dallas, United States
Posted about 11 hours ago Hybrid Permanent Competitive
J
Posted by
Jim Geiger
Executive Recruiter
Dallas based financial firm with a complex derivative products portfolio is looking for Quantitative Analyst/Modeler to develop and maintain fixed income derivatives valuation models and risk analytics. The role will cover credit valuations, origination of structured deals, consumer loans, Mortgage products, and ABS.

Responsibilities:

  • Lead and manage the development of internal valuation capability for Debt, Derivatives, Asset, and Investment portfolios into a unified strategy by leveraging in-house developed and third-party tools
  • Collaborate with external subsidiaries, to provide market insights, process improvements and supplementary reviews of valuation results for global entities
  • Overhaul valuation capabilities to determine the optimal model assignments, increase market data capability and availability, improve model calibrations, and establish appropriate tolerances and thresholds
  • Coordinate the implementation and major upgrade of the core valuation system for expanded capabilities (firm is migrating from Numerix to Calypso).
  • Design, Develop, and introduce automation of the firm’s valuation and model validation processes

Requirements:

  • Advanced Quantitative Degree
  • 5+ years working with derivative and structure financial products
  • Experience providing statistical modeling to the valuation of OTC derivative products, fixed income securities, credit default swaps, securitized debt, and consumer loan products.
  • Demonstrated experience developing valuation and risk measurement applications
  • Must have one or more of the following coding skills, (Python, SQL, C++/C#)
  • Must have one or more of these business intelligence tools, (Tableau, Power BI)

 

Keywords: Calypso, OTC Derivatives, Quantitative Analyst, Valuation Models, Consumer Loans, Leases, Debt, structured products

 

Please send resume to Jim Geiger jeg@analyticrecruiting.com

Job ID  JEG-24408
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