Valuation Methodology Quant - VP

Social network you want to login/join with: 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: Review IPV quality and coverage to identify valuation risks. Enhance and design valuation adjustment methodologies to mitigate risks, ensuring documentation compliance. Coordinate methodology work on IPV, FVR, and PVA, reviewing priorities with stakeholders. Provide decision analyses on valuation risks to stakeholders from Trading, Quant Research, Market Risk, and Finance. Calibrate valuation adjustment methodologies using large market data sets. Develop and improve data quality for methodologies, exploring new sources. Manage computation, validation, and reporting of VAs, analyzing variations and communicating with stakeholders. Lead projects to improve team processes through automation and IT integration. Build relationships with risk and business partners, acting as a point of contact for valuation topics. Maintain deep knowledge of business lines and risk practices. Communicate complex messages effectively to varied audiences. Gather, prioritize, and synthesize large information sets. Innovate to add value, leveraging technology. Produce accurate, relevant documentation systematically. Exceed client expectations with tailored solutions. Proactively implement actions for future situations. 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. #J-18808-Ljbffr