Prestigious Investment bank is looking to add a Senior person with extensive experience in commodities to their Model Risk/Valuation Risk Control Group.
Prestigious Investment bank is looking to add a Senior person with extensive experience in commodities to their Model Risk/Valuation Risk Control Group. This position will focus on crude oil, liquids and petro chemicals. On a daily basis this person will be responsible for supervising a staff in the performance of a monthly independent review of the valuation of a complex portfolio of derivative financial instruments. This position will require substantial interaction with traders and may involve challenging the business unit marking methodologies. Additional work will entail ongoing process refinement and implementation of process efficiencies, as well as extensive documentation of marking and mark testing methodologies. The position will also require asserting the effectiveness of valuation controls under Sarbanes Oxley 404. Requirements include experience with derivative valuation, option pricing theory, Greeks and the market mechanisms by which derivative instruments are traded. The ideal candidate will have a strong background in commodities in a trading, risk management or quantitative area. Experience with oil, liquids and petro chemicals preferred. Will consider all levels of education with the appropriate level of experience. The position will offer an outstanding compensation and benefit plan. For immediate consideration please submit your resume in Word format to ian@comprehensiverecruiting.com
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