Valuation Methodology Quant - VP

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

Job summary

A leading finance company is seeking a Valuation Methodology Quant - VP in Slough. The successful candidate will take a lead role in defining and testing methodologies for valuation adjustments across asset classes, requiring advanced quantitative skills and a Master’s degree in a related field. This position involves managing complex data sets and enhancing governance within risk processes.

Qualifications

• Proven experience in quantitative or data analysis in finance.
• Deep knowledge of derivatives, securities markets, and Option principles.
• Experience with Python or advanced coding languages.

Responsibilities

• Lead review of IPV quality and coverage to identify valuation risks.
• Enhance, maintain, and design valuation methodologies.
• Manage computation, validation, and reporting of Valuation Adjustments.

Skills

Quantitative analysis

Data analysis

Communication

Education

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

Tools

Python

Job description

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Valuation Methodology Quant - VP, Slough

Client: Morgan McKinley

Location: Slough, 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 is responsible for defining, maintaining, documenting, testing, and releasing methodologies for Valuation adjustments, including IPV, Fair Value Reserves, and Prudent Value Adjustments across asset classes. The role offers a unique opportunity to reinforce governance, controls, and visibility of RISK in IPV processes and enhance the valuation adjustment platform's industrial features.

Key responsibilities:

1. Lead review of IPV quality and coverage to identify valuation risks.
2. Enhance, maintain, and design valuation methodologies to mitigate risks, ensuring documentation compliance.
3. Coordinate methodology work on IPV, FVR, and PVA, reviewing priorities with stakeholders.
4. Provide analysis and information on valuation risks to stakeholders.
5. Calibrate Valuation Adjustments methodologies using large market data sets.
6. Develop and improve data quality and sources used in methodologies.
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 key partners and act as a point of contact for IPV, FVR, PVA topics.
10. Maintain deep knowledge of business lines and risk management practices.
11. Communicate complex messages effectively and adapt to audiences.
12. Gather, prioritize, and simplify large information volumes.
13. Develop innovative solutions and leverage technology.
14. Produce accurate and verified documentation.
15. Exceed client expectations with tailored solutions.
16. Proactively implement relevant actions for future situations.
17. Persuade and engage stakeholders to support objectives.

Skills, experiences, and qualifications:

• Proven experience in quantitative or data analysis in finance.
• Master’s degree or higher in Financial Engineering, Maths, Sciences, or related discipline.
• Deep knowledge of derivatives, securities markets, and Option principles.
• Experience with Python or advanced coding languages.