This position is no longer open for applications

Alexander Mann Solutions (AMS) is the world’s leading provider of Talent Acquisition and Management Services. We deliver award-winning solutions to over 65 outsourcing clients and consulting services to hundreds more. Our Contingent Workforce Solutions (CWS) service acts as an extension of our clients’ recruitment team and provides professional interim and temporary resources.

Our investment banking client has been present in the UK for more than 150 years, they’re a long-term partner to British business. Today, the Group is formed of 10 divisions and employs 9,300 staff based in 21 core locations right across the country. Their role is simply stated: help clients achieve their goals by combining local know-how and global reach. In so doing, they seek to make a positive, sustainable contribution to both the UK economy and society.

On behalf of this organisation, AMS are looking for a Valuation and Risk Control Analyst for a 12 Month contract based in London & home working - you will be required to go into the office a few times a week.

Purpose of the Role:

We are looking for a valuation and risk controller who will be in charge of the team mandate with a direct link to Trading, Research, Finance and Operations.

As a Valuation and Risk Control Analyst you will be responsible for:

• Ensure the independent verification of prices for Equity Derivatives activity (EQD)
• Produce reports highlighting the underlying coverage and the IPV (Independent Price Verification) results
• Ensure the control and the validation of the pricing methodologies used for the Official Profit & Loss calculation
• Ensure a close follow up on the market data cartography and pricing config cartography
• Analyse the risks on the trading books

PROJECTS

• Implementation of new processes where the responsibility is being transferred from another team. Identify and request pricing methodology updates with the help of the Market Risk team
• Implementation of new processes coming from regulators decisions
• Work on the automation of manual processes launched via Excel/VBA/Python spreadsheets and/or Access databases
• Improve our internal systems with the help of IT teams
• Be proactive in the propositions fr the improvement of the actual process/methodologies

What we require from the candidate:

• Excellent knowledge in Math’s or Statistics
• IPV and Valuations background - clearly highlighted in CV.
• Strong knowledge on a wide range of derivatives products with a good appreciation of their pricing drivers
• Strong programming skills in Python, Excel/VBA & Access
• To be able to work in a demanding environment, with the ability to work well under strong pressure.
• Fluent English spoken
• Excellent communication, quantitative and analytic skills

If you are interested in applying for this position and meet the criteria outlined above, please click the link to apply and we will contact you with an update in due course.

This client will only accept workers operating via an Umbrella or PAYE engagement model.

Alexander Mann Solutions, a Recruitment Process Outsourcing Company, may in the delivery of some of its services be deemed to operate as an Employment Agency or an Employment Business