Associate Director

London (Central), London (Greater)
26 Sep 2019
05 Nov 2019
Contract Type
Full Time

A leading Global Financial Institution is seeking to employ an Associate Director based in London.

Hours 35 per week/permanent.

Competitive salary offered.

The Associate will be part of Global Markets and is responsible for the functions of the daily pricing and risk management of Credit Valuation Adjustment (CVA) and Funding Valuation Adjustment (FVA), and the development of the CEM system infrastructure, including pricing and risk tools.

The Associate will be accountable for making prices for Funding Valuation Adjustment (FVA) and Credit Valuation Adjustment (CVA), embedded in the Fixed Income derivatives; monitoring and analysing the IR/FX/Credit risks across the portfolio; understanding the Rates and Credit markets and their correlation.

The Associate will also be responsible for participating in the daily process used by the desk to generate deltas and PL attribution reports that are used for hedging; analysing the convexity risk of the book (gamma, correlation risk); improving infrastructure and streamline desk processes through projects.

The Associate will play a key role by challenging and validating existing practices, models and risks while observing Internal Controls and Compliance.

The successful candidate will be a graduate and will have the following attributes:

  • Numerate with strong analytical skills. Understanding of derivatives methods and practices.
  • Prior FX/IR derivatives and/or Credit experience
  • Strong Computational skills.
  • Able to use programming languages to automate tasks, and ability to deal with large data sets.
  • The successful candidate will have to demonstrate the ability to interact with other team members, understand the objectives set up by the desk, and work independently towards their completion.

Closing dates for applications 5th November 2019

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