Job Category : Operations Potential Referral Amount : 3500 Pound Sterling (GBP)
The OTC Derivatives Valuation Control Group (VCG) is organized into a team of OTC derivatives valuation and quantitative analysts based in the UK, Plano, and Mumbai.
The VCG team provides independent OTC derivatives valuations to institutional clients, asset managers, hedge funds, and insurance companies who have outsourced part or all of their operations to J.
P. Morgan. The VCG team provides the primary support and expertise for complex valuations and valuation queries from both internal and external clients.
The team functions as the Subject Matter Experts for OTC derivatives valuation, across a wide array of derivative products including rates, credit, equity, FX, inflation, cmdty, and volatility / variance swaps.
The team is looking for a Vice President to manage the Valuations Systems and Data Science initiatives for the VCG group.
This is a unique opportunity to work in a cross-asset environment with exposure to all types of OTC derivatives from vanilla to complex products.
Summary of Responsibilities
For more information on the programme, please follow the external link to University of Exeter .
Background in Data Science and Machine learning methods (Python & R) as well as Business Intelligence tools such as Tableau & Qlikview.
Experience using Drag and Drop coding platforms such as Spotfire, Dataiku, DataRobot & AWS Cloud, etc. to drive automation of new and existing Operations processes a plus.
OTC Derivatives valuation knowledge across multiple asset classes, including sensitivity analysis (pv01, delta, gamma, vega, theta, rho, etc,.
Middle Office or Trading Desk experience with a background in OTC derivatives
Management experience, preferably on a Derivatives Valuations Team
Experience in and comfortable working within a highly controlled, regulated environment
Experience in Bloomberg, Reuters, other trading or risk mgmt platforms
Advanced degree (MS, CFA, FRM, CQF) or progression towards, is highly positive