Manage the credit derivative pricing/valuations function for a Global Investment Bank.

Responsibilities:

• Complex trade review
• Price testing and provision policy
• Development of pricing procedures
• Complex new product / new model review
• Accounting policy liaison
• Risk and Price testing completeness

Requirements:

• Masters degree in Mathematics, Statistics, Engineering or Finance
• 5-7 years experience in derivatives control and pricing analysis
• Structured products experience preferred. Knowledge of ABS, Distressed Debt, Leveraged Finance, Credit Derivatives; Credit- Linked Notes and Structured Products including Collateralized Synthetic Obligations, Index (full and tranched) trades and CDOs, etc.
• Proven leadership ability in managing a diverse organization
• Ability to effectively communicate with Senior Management, peers, subordinates and external contacts
• Knowledge of the best practice control framework for derivative valuation
• Knowledge of current accounting issues
• Awareness of interdepartmental dependencies for support of derivative trading

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit http://www.ashtonlanegroup.com/