Rates Valuation Methodology Director

Job Description Global Investment Bank is currently searching for a highly technical interest rate derivatives specialist to join their Valuation Methodology team in London. This role has been created by an internal move and would suit a quantitative focused candidate looking for a technical challenge within the Finance remit.

Responsibilities:
Rates SME to develop and enhance Valuation Control Methodology for Derivatives, including IPV, Valuation Adjustment, Valuation Uncertainty and Fair Value Hierarchy
Creating tools to support Valuation Control activities including support and enhancement of market data calibration infrastructure
Leverage expert knowledge of financial markets, products and consensus data to understand valuation trending, liquidity and uncertainty
Point of contact to the Quant team and Model Risk Management to develop and upgrade valuation control framework as a result of ongoing pricing model consolidation
Lead strategic projects supporting valuation analytics and architecture
Coordinate across regions to drive global consistency in Valuation Control execution
Drive Operational Excellence by automating the workflows with an End-to-End solution

Requirements:
Expert knowledge of structured interest rate derivatives products for trading, pricing and risk management and broad understanding of cross-...