10.21.16 / job2495 / Mission Staffing / IPV Methodology Consultant

New York, NY

Compensation: $400-$675 per day depending on experience.

Qualified candidates should send their resume as a Microsoft Word or PDF attachment to:

Our client, located in New York, NY, is seeking an IPV Methodology Consultant to join their
dynamic team.

This individual will be responsible for the documentation of new methodologies, approving
valuation adjustments, and ensuring that the proper policies and methodologies are
consistently being applied across products and regions.

The ideal candidate will have extremely strong documentation skills and a quantitative

Primary Responsibilities:
•   Detail what models/systems are used by the IPV team to derive independent valuations
•   Document Independent Price Verification (IPV) valuation methodologies and reserving
policies for all the products subject to fair value globally
•   Detail how every valuation parameter is calibrated
•   Define the sources of market data for all IPV models and close times
  Preparation of model validation submission documentations in line with firm policy

Experience and skills:
  A very good educational background in quantitative fields at MSc (e.g. Quantitative Finance,
Mathematics, Physics, Engineering)
  Proficient in Fixed Income cash and derivatives pricing models; knowledge of equity
derivative is a plus but not required
  A good balance between the theoretical knowledge and practical approach in independent
price verification
  Hands-on experience in producing valuation methodology technical documents
  Minimum 5-yr working experience in the capital markets