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Michael Page
Data aktualizacji: 2020-11-24
Valuation Manager
Nr ref. JN-092020-1231180_MP_PL
Warszawa, mazowieckie
Księgowość, BPO/SSC
Data aktualizacji: 2020-11-24 Aplikuj
Michael Page
Valuation Manager

Valuation Manager


Our Client is from the financial sector. They decided to open their international structures in the Warsaw City Center and currently we are searching for the Valuation Manager to their global team.
What's on Offer
  • Life insurance
  • Private medical and dental care
  • Sport card
  • Private pension scheme
  • Business travel accident insurance
  • Employee assistance program
  • Educational assistance reimbursement
Job Description
  • Manage the valuation and models for interest rate swaps/swaptions, FX derivatives, Government bond, Corporate bonds and Credit derivatives
  • Control market data inputs to the valuation models (yield curve, inflation curve, volatility surfaces, credit curves etc.)
  • Ensure the valuation process follows company's valuation policy
  • Perform model validation on new valuation models
  • Perform price testing
  • Maintain the valuation support as evidence that investment valuation is accurate
  • Liaise with internal teams about pricing, valuation, P&L, and valuation models
  • Support implementation of valuation setup for new products
  • Drive process automation
The Successful Applicant
  • Higher education, strong Quantitative or Finance background is required
  • FRM, CFA or comparable certifications will be a plus
  • Minimum 3 years of experience in pricing financial derivatives
  • Strong understanding of financial products including interest rate derivatives, FX derivatives and credit derivatives
  • Strong knowledge of modeling principles
  • Knowledge of financial products and greeks specifically in derivatives space
  • Fluent English
  • Strong programming skills (VBA Macro, Python)
  • Strong personal ownership and independence in the role
  • Excellent interpersonal and communication skills

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