Valuation Manager
In the position of Valuation Manager you will be working in the U.K. working hours and be responsible for managing the valuation of various investments ranging such the exchange traded products, derivatives, equities, listed futures/options, bonds, commodity products and venture capital.
Client Details
Our Client is from the financial sector. They decided to open their international structures in the Warsaw City Center and currently we are searching for the Valuation Manager to their global team.
Description
- Manage the valuation and models for interest rate swaps/swaptions, FX derivatives, Government bond, Corporate bonds and Credit derivatives
- Control market data inputs to the valuation models (yield curve, inflation curve, volatility surfaces, credit curves etc.)
- Ensure the valuation process follows company's valuation policy
- Perform model validation on new valuation models
- Perform price testing
- Maintain the valuation support as evidence that investment valuation is accurate
- Liaise with internal teams about pricing, valuation, P&L, and valuation models
- Support implementation of valuation setup for new products
- Drive process automation
Profile
- Higher education, strong Quantitative or Finance background is required
- FRM, CFA or comparable certifications will be a plus
- Minimum 3 years of experience in pricing financial derivatives
- Strong understanding of financial products including interest rate derivatives, FX derivatives and credit derivatives
- Strong knowledge of modeling principles
- Knowledge of financial products and greeks specifically in derivatives space
- Fluent English
- Strong programming skills (VBA Macro, Python)
- Strong personal ownership and independence in the role
- Excellent interpersonal and communication skills
Job Offer
- Life insurance
- Private medical and dental care
- Sport card
- Private pension scheme
- Business travel accident insurance
- Employee assistance program
- Educational assistance reimbursement
Please apply via the button on the right side of this job offer.
Job details
Location: Warsaw
Contract type: Na czas nieokreślony
About Michael Page
Michael Page is a leading professional recruitment consultancy specialising in the recruitment of permanent, contract and temporary positions on behalf of the world's top employers.
More
Location: Warsaw
Contract type: Na czas nieokreślony
About Michael Page
Michael Page is a leading professional recruitment consultancy specialising in the recruitment of permanent, contract and temporary positions on behalf of the world's top employers.
More
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