Evaluations Specialist
1 day ago
Maze Executive Search & Selection is a leading provider of executive search and selection services.
We are currently seeking an Evaluations Specialist - Quantitative Expert to join our team on a 12-month contract basis.
Job Description:
- Develop and enhance the current European stock of IPV, FVR, and PVA methodologies for multiple business lines, adhering to group-established documentation guidelines.
- Provide data-driven analyses and information in discussions regarding IPV, FVR, and PVA methodology decisions with key stakeholders from Trading, Quant Research, Market Risk Officers, and Financial Control.
- Offer quantitative insights based on data to review and challenge the current IPV, FVR, and PVA methodologies.
- Accountable for calibrating IPV, FVR, and PVA methodologies at the appropriate frequency.
- Responsible for analyzing and communicating the variations of IPV, FVR, and PVA stocks on a monthly and quarterly basis to relevant stakeholders.
- Build trustful relationships with key partners in RISK and the business. Serve as a point of contact on valuation topics for main stakeholders.
- Maintain and develop a deep understanding of the business lines within scope, as well as risk management practices.
Required Skills and Qualifications:
- Hold a Master's degree from a well-recognized university in Financial Engineering, Maths, Sciences, or a related discipline (PhD or equivalent experience considered).
- Demonstrate a proven track-record of hands-on experience in the financial industry, particularly in quantitative or data analysis fields.
- Exhibit expertise in Python programming language or more advanced coding languages.
- Possess a deep knowledge of Option principles (risk management and trading), derivatives, and securities markets for two or more asset classes.
Estimated Salary: £80,000 - £120,000 per annum, depending on location and experience.
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