Associate Director: Credit Products Valuation

 

Manage the credit derivative pricing/valuations function for a Global Investment Bank

 

Responsibilities:

 

· Complex trade review

· Price testing and provision policy

· Development of pricing procedures

· Complex new product / new model review

· Accounting policy liaison

· Risk and Price testing completeness

 

Requirements:

 

· Masters degree in Mathematics, Statistics, Engineering or Finance

· 5-7  years experience in derivatives control and pricing analysis

· Structured products experience preferred. Knowledge of ABS, Distressed Debt, Leveraged Finance, Credit Derivatives; Credit- Linked Notes and Structured Products including Collateralized Synthetic Obligations, Index (full and tranched) trades and CDOs, etc.

· Proven leadership ability in managing a diverse organization

· Ability to effectively communicate with Senior Management, peers, subordinates and external contacts.

· Knowledge of the best practice control framework for derivative valuation.

· Knowledge of current accounting issues.

· Awareness of interdepartmental dependencies for support of derivative trading.

 

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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