Rates Valuation Methodology Director

JR United Kingdom; Slough; Hybrid; GBP 80,000 - 120,000; Full time

Job summary

A leading global investment bank is seeking a Rates Valuation Methodology Director to join their Valuation Methodology team. This role involves developing and enhancing valuation controls for derivatives while requiring expert knowledge in structured interest rate derivatives. Candidates should possess strong technical skills and a quantitative academic background for this hybrid position offering stability and growth opportunities.

Qualifications

• Expert knowledge of structured interest rate derivatives products.
• Proven experience in front office technology/strategist or model development.
• Strong proficiency in Python.

Responsibilities

• Develop and enhance Valuation Control Methodology for Derivatives.
• Create tools to support Valuation Control activities.
• Lead strategic projects supporting valuation analytics.

Skills

Python

Communication skills

Interpersonal skills

Knowledge of financial markets

Operational Excellence

Education

Master’s or PhD in Quantitative Finance

Master’s or PhD in Financial Engineering

Master’s or PhD in Physics

Master’s or PhD in Mathematics

Job description

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Rates Valuation Methodology Director, slough

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Client:

Eames Consulting

Location:

slough, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

4

Posted:

31.05.2025

Expiry Date:

15.07.2025

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Job Description:

Global Investment Bank is currently searching for a highly technical interest rate derivatives specialist to join their Valuation Methodology team in London. This role has been created by an internal move and would suit a quantitative focused candidate looking for a technical challenge within the Finance remit.

Responsibilities:

• Rates SME to develop and enhance Valuation Control Methodology for Derivatives, including IPV, Valuation Adjustment, Valuation Uncertainty and Fair Value Hierarchy
• Creating tools to support Valuation Control activities including support and enhancement of market data calibration infrastructure
• Leverage expert knowledge of financial markets, products and consensus data to understand valuation trending, liquidity and uncertainty
• Point of contact to the Quant team and Model Risk Management to develop and upgrade valuation control framework as a result of ongoing pricing model consolidation
• Lead strategic projects supporting valuation analytics and architecture
• Coordinate across regions to drive global consistency in Valuation Control execution
• Drive Operational Excellence by automating the workflows with an End-to-End solution

Requirements:

• Expert knowledge of structured interest rate derivatives products for trading, pricing and risk management and broad understanding of cross-asset class products
• Proven experience in either front office technology/strategist or model development in complex interest rates derivatives
• Strong proficiency in Python
• System design and development experience, working in cross-functional teams
• Excellent written and communication skills with ability to communicate complex issues in a simple manner
• Excellent academic credentials, with a Master’s or PHD in a quantitative field such as Quantitative Finance, Financial Engineering, Physics or Mathematics

This role will involve regular interaction with front office stakeholders so it is essential that you have strong interpersonal skills. This position is an ideal opportunity for a front office candidate who is seeking a role with more stability in the medium to long term. The role offers clear mobility opportunities across the bank and a hybrid flexible working environment with 3 days in the office.