Quant Modeller

Key responsibilities

• Perform and review daily and intraday valuation for OTC derivative asset types, ensuring adherence to SLAs and maintaining quality controls.
• Validate and evaluate the appropriateness of assumptions and methodologies for valuations and risk calculations of derivatives, identifying errors and potential improvements.
• Oversee and address issues related to process controls, technology escalations, client queries, price challenges, and justifications.
• Provide technological vision for developing a pricing environment for derivative products valuation.
• Participate in the development of pricing environments for new derivative instruments, establishing processes and procedures with appropriate controls.