Valuation Methodology Quant - VP

JR United Kingdom; London; On-site; GBP 90,000 - 120,000; Full time

Job summary

A leading company in the financial sector seeks a Valuation Methodology Quant - VP in London. The role involves maintaining and designing methodologies for valuation adjustments across asset classes, while collaborating with stakeholders to enhance processes. Candidates should possess strong quantitative skills, a Master's or PhD, and advanced coding abilities in Python.

Qualifications

• Proven experience in financial industry quantitative or data analysis roles.
• Deep knowledge of options, derivatives, securities markets across multiple asset classes.

Responsibilities

• Review IPV quality and coverage to identify valuation risks.
• Enhance and design valuation adjustment methodologies to mitigate risks.
• Develop and improve data quality for methodologies.

Skills

Quantitative analysis

Data analysis

Financial knowledge

Communication

Problem solving

Education

Master’s degree in Financial Engineering, Maths, Sciences, or related

PhD preferred

Tools

Python

Job description

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Valuation Methodology Quant - VP, London

Client: Morgan McKinley

Location: London, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Views:

3

Posted:

31.05.2025

Expiry Date:

15.07.2025

Job Description:

The Valuation Risk team owns the definition, maintenance, documentation, reference implementation, testing, and release of methodologies used for Valuation adjustments across all asset classes. Responsibilities include maintaining valuation input cartographies and strengthening governance and controls over IPV processes.

Key responsibilities include:

1. Review IPV quality and coverage to identify valuation risks.
2. Enhance and design valuation adjustment methodologies to mitigate risks, ensuring documentation compliance.
3. Coordinate methodology work on IPV, FVR, and PVA, reviewing priorities with stakeholders.
4. Provide decision analyses on valuation risks to stakeholders from Trading, Quant Research, Market Risk, and Finance.
5. Calibrate valuation adjustment methodologies using large market data sets.
6. Develop and improve data quality for methodologies, exploring new sources.
7. Manage computation, validation, and reporting of VAs, analyzing variations and communicating with stakeholders.
8. Lead projects to improve team processes through automation and IT integration.
9. Build relationships with risk and business partners, acting as a point of contact for valuation topics.
10. Maintain deep knowledge of business lines and risk practices.
11. Communicate complex messages effectively to varied audiences.
12. Gather, prioritize, and synthesize large information sets.
13. Innovate to add value, leveraging technology.
14. Produce accurate, relevant documentation systematically.
15. Exceed client expectations with tailored solutions.
16. Proactively implement actions for future situations.
17. Persuade and engage stakeholders to support objectives.

Skills, Experiences, and Qualifications:

• Proven experience in financial industry quantitative or data analysis roles.
• Master’s degree in Financial Engineering, Maths, Sciences, or related; PhD preferred.
• Deep knowledge of options, derivatives, securities markets across multiple asset classes.
• Experience with Python or advanced coding languages.