OTC Valuation Manager

Our Client is looking for an OTC Valuation Manager to join the OTC Valuations team in their London office. The successful candidate will manage client valuation analysts who are responsible for producing daily and month-end independent valuations of OTC derivatives across all asset classes.
Responsibilities:

• Provide valuation for instrument types to clients across a variety of OTC derivative products including credit, forex, equity, interest rate, inflation, commodity, and property derivatives.
• Day to day management of personnel and processes to ensure functions are performed accurately and within service level agreements.
• Provide explanations of valuation movements with supporting market commentary for client portfolios.
• Assist with the development of new instrument types in the model library
• Initiate and deliver analytics around the valuation service including management information.
• Provide support to manage vendor relationships.
• Establish and develop strong relationships with both internal & external clients.
• Assist the marketing team with client visits when demonstrating GlobeOp valuation capabilities. This may cover both existing and prospective clients.
• Provide full support to the Head of the Valuations Group
• Coach and develop talent within the team.

Skills & Knowledge:

• Significant experience of Middle Office / Operations functions
• Previous people management experience essential
• Ability to provide continuous support and guidance to the team
• Proven experience of recruiting new employees into a team, goal setting, performance management and conducting employee appraisals
• Masters in Quantitative Finance or equivalent professional qualification would be beneficial
• Ability to perform investigation of Quantitative models and Pricing Discrepancies
• Working knowledge of Bloomberg, Reuters and Kondor is beneficial
• Excellent understanding of derivatives products including trade lifecycle and valuation
• Strong attention to detail and commitment to maintaining a strong control environment
• Ability to establish credibility and build strong relationships with clients
• Ability to work under pressure and manage tight client deadlines
• Commitment to develop and grow the business
• Previous OTC experience within the financial services industry preferred

Keywords:
Quantitative Analyst; Valuations; IPV; Pricing; Cross asset; OTC; Exotics; Derivatives; London; UK
To apply please contact quantexotic@selbyjennings.com with CV in word format or call + 44 (0) 207 019 4137.
http://www.selbyjennings.com

Type: Full-time

Location: London

Category: Origination / Syndication Jobs

Apply Email: quantexotic@selbyjennings.com