Rates Valuation Methodology Director | London, UK | Hybrid

Eames Consulting; London; Hybrid; GBP 90,000 - 130,000; Full time

Job summary

A leading global investment bank is seeking a Rates Valuation Methodology Director in London. The role involves developing valuation control methodologies and requires expertise in interest rate derivatives and strong Python skills. It offers a hybrid working environment and opportunities for career mobility.

Qualifications

• Expert knowledge of structured interest rate derivatives.
• Proven experience in front office technology/strategy or model development.

Responsibilities

• Develop and enhance Valuation Control Methodology for Derivatives.
• Lead strategic projects to support valuation analytics and architecture.
• Drive operational excellence by automating workflows.

Skills

Python

Communication

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

Rates Valuation Methodology Director

Eames Consulting London, United Kingdom Apply now Posted 3 days ago | Hybrid | Permanent | Negotiable

Global Investment Bank is currently seeking a highly technical interest rate derivatives specialist to join their Valuation Methodology team in London. This role has been created due to an internal move and is ideal for a quantitatively focused candidate seeking a technical challenge within the finance domain.

Responsibilities:

• Serve as a Rates SME to develop and enhance Valuation Control Methodology for Derivatives, including IPV, Valuation Adjustment, Valuation Uncertainty, and Fair Value Hierarchy.
• Create 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 trends, liquidity, and uncertainty.
• Act as the point of contact to the Quant team and Model Risk Management to develop and upgrade the valuation control framework, especially following ongoing pricing model consolidation.
• Lead strategic projects supporting valuation analytics and architecture.
• Coordinate across regions to ensure global consistency in Valuation Control execution.
• Drive Operational Excellence by automating workflows with an end-to-end solution.

Requirements:

• Expert knowledge of structured interest rate derivatives products for trading, pricing, and risk management, along with a broad understanding of cross-asset class products.
• Proven experience in front office technology/strategy or model development in complex interest rate derivatives.
• Strong proficiency in Python.
• System design and development experience, with a track record of working in cross-functional teams.
• Excellent written and verbal communication skills, with the ability to simplify complex issues.
• Advanced academic credentials, such as a Master's or PhD in Quantitative Finance, Financial Engineering, Physics, or Mathematics.

This role involves regular interaction with front office stakeholders. Therefore, strong interpersonal skills are essential. It offers a stable career path with mobility opportunities across the bank and a hybrid working environment with three days in the office.

Eames Consulting acts as an Employment Agency for this vacancy. Eames is a global contingent recruitment business specializing in mid-to-senior level roles in insurance and finance sectors.

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