This leading Consultancy is looking for a talented individual who is looking for quick career progression and a new challenge. Treasury & Trading provides the link between the financial markets and the Group’s client sales and derivative structuring businesses encompassing the Group’s derivative, foreign exchange and money market operations as well as the Group’s Balance Sheet Management. The individual will gain tremendous amount of business exposure and will not be hidden behind several layers of management due to their flat hierarchy, which has meant expanding the business has been rapid and continuously successful.

The team are looking for an experienced individual who will help build a new team from scratch and therefore over the next 12-18 months they will be brining on a number of juniors below the successful candidate to support them and grow the team.

Responsibilities:
-Production, analysis and review of valuation services to derivative positions from vanilla structures to complex derivatives
-Derivative price verification, including review and calibration of illiquid model inputs,
-Monitoring of collateralised counterparty valuations and resolving counterparty/client valuation disputes,
-Maintenance of all Fair Value Adjustments on derivative trades and positions,
-Client base includes Banks, Major Utility and Oil companies, Pension Funds and Asset Managers.
-Dealing with Multiple client relationships and internal assurance teams

Requirements:
-High degree of financial maths literacy, expect minimum of 2.1 in a numerate degree, relevant post graduate qualifications advantageous.
-Computer programming (Excel/VB literate, ideally SQL).
-Wide knowledge of exotic derivatives including the motives for trading them, how they are quoted, traded, priced and risk managed.
-Derivative model implementation and model calibration.

The Person:
Good listener, bold communicator (verbal and written) who is able to adjust to communicating complex issues with product controllers, traders, risk managers, senior management, auditors and regulators. Able to forge effective working relationships with derivative product controllers.

To apply please contact quantexotic@selbyjennings.com with CV in word format or call + 44 (0) 207 019 4137