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As part of the Product Control function ensure proper valuation of Structured Credit and ABS products
Responsibilities:
To analyze pricing components of derivatives products, including cds, credit linked notes, collateralized synthetic obligations, index (full and tranched)
Ensure all aspects of the valuation (i.e. correlation, recovery rates, restructuring types, spreads) are being accurately reflected on the risk systems.
Co-ordinate with the Middle Office, Finance and Market Risk to establish pricing processes, thresholds, reporting requirements.
Develop proper control methodology. Create reporting tools and analysis to better monitor/forecast exposure and financials.
Requirements:
Finance, Statistics, Mathematics, or Economics degree
2 to 5 years experience in derivatives control reporting and pricing analysis is preferred
Solid understanding of correlation products
Modeling and complex valuation techniques
Strong IT skills including excel, access, etc
Previous managerial experience
For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
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