Senior Quantitative Valuation Analyst

División

Banking & Insurance

Empresa

Aseguradora multinacional

Descripción

The role of the Senior Quantitative Valuation Analyst encompasses three main elements:
• Valuation of financial instruments: Support defining of valuation standards and perform valuation of complex financial instruments
• Fair value hierarchy: Operational support of the global FVH classification process and coordination of the involved parties
• Provision subject matter expertise: Bring financial market knowledge.


As a Senior Quantitative Valuation Analyst your main responsibilities will involve:

• Support and conduct valuation of complex and OTC securities
• Monitor and investigate securities pricing issues and support the daily operation team in explaining those
• Undertake independent analysis of prices and market activities in relation to financial products
• Provide valuation and financial product review and insights
• Support improving system functionality for the processing of the fair value level allocation and stress test quantification in collaboration with IT
• Support the operational fair value hierarchy classification process and coordinate stakeholders
• Support the sensitivity analysis process
• Support preparation of operational readiness for new investment mandates
• Support the growth of financial market knowledge.

As a Senior Quantitative Valuation Analyst your skills and qualifications will ideally include:
• A university and Master’s degree in Quantitative Finance, Mathematics or similar education is a prerequisite
• At least 5-7 years of experience in the financial industry (Market Risk Management, valuation, financial instruments, investment accounting).
• Considerable expertise in Financial Instruments (structured and complex securities)
• Excellent command of MS Tools like Excel or Access, including ability to build complex quantitative models.
• Some programming skills (VBA, C++)
• Familiarity with Bloombe

Lugar de trabajo:

Barcelona

Disponibilidad:

Selección directa

Jornada laboral:

Fecha de publicación:

15/01/2019

Código de la oferta:

19043

Visitas a esta oferta:

1

Oficina / Departamento:

Experis Verticales Madrid

Vacantes:

1
 
 

Senior Quantitative Valuation Analyst

Barcelona
Selección directa
15/01/2019
19043
1
Experis Verticales Madrid
1

Sector

Banking & Insurance

Empresa

Aseguradora multinacional

Descripción

The role of the Senior Quantitative Valuation Analyst encompasses three main elements:
• Valuation of financial instruments: Support defining of valuation standards and perform valuation of complex financial instruments
• Fair value hierarchy: Operational support of the global FVH classification process and coordination of the involved parties
• Provision subject matter expertise: Bring financial market knowledge.


As a Senior Quantitative Valuation Analyst your main responsibilities will involve:

• Support and conduct valuation of complex and OTC securities
• Monitor and investigate securities pricing issues and support the daily operation team in explaining those
• Undertake independent analysis of prices and market activities in relation to financial products
• Provide valuation and financial product review and insights
• Support improving system functionality for the processing of the fair value level allocation and stress test quantification in collaboration with IT
• Support the operational fair value hierarchy classification process and coordinate stakeholders
• Support the sensitivity analysis process
• Support preparation of operational readiness for new investment mandates
• Support the growth of financial market knowledge.

As a Senior Quantitative Valuation Analyst your skills and qualifications will ideally include:
• A university and Master’s degree in Quantitative Finance, Mathematics or similar education is a prerequisite
• At least 5-7 years of experience in the financial industry (Market Risk Management, valuation, financial instruments, investment accounting).
• Considerable expertise in Financial Instruments (structured and complex securities)
• Excellent command of MS Tools like Excel or Access, including ability to build complex quantitative models.
• Some programming skills (VBA, C++)
• Familiarity with Bloombe