Description
IPV Senior Manager - EBA Prudent Valuation - Contract - London
We require a Senior Manager with 5-7 years experience in Front Office and Independent Price Valuation.
The successful candidate would have been working in a challenging quantitative environment having covered credit asset classes.
We would expect the candidate to have a strong quantitative background and strong IT skills including VBA.
Required skills:
- Must have European Banking Authority Prudent Valuation implementation experience.
- Strong knowledge of calculation methodologies for Prudent Valuation.
- Experience of managing work streams and stakeholders to deliver project deliverables.
- Develop calculation prototypes utilising VBA/Access and specify solutions for integration.
The role definition:
- Determine prudent value hierarchies and calculation methodologies.
- Provide Subject Matter Expertise for Credit Products.
- Build a market data depository and advise on illiquid parameters.
- Liaise with wider project on EBA Articles.
- Generate documentation according to the governance policy
RATE: £500 - £700 per day
DURATION: 6 months +
LOCATION: London
START: Early November 2014
If you are suitable for this role please submit your CV and I will be in contact to discuss shortly. Rory.