Our client is a global consulting firm based in central London. We are seeking a Quantitative Valuations Director working in a growing department.
As a Director you will be responsible for managing a portfolio of projects and for the timely delivery of services. You will work closely and support Partners with engagements. You will be expected to contribute toward marketing and business development initiatives.
You will also lead the development of valuation models and modelling techniques for financial assets ranging from complex derivatives and structured products to other hard to value instruments that are complex due to illiquidity or a lack of observable market data inputs. You will be involved in a range of valuation and advisory engagements that will include both contentious and non-contentious matters. Such engagements will also include risk related matters such as the modelling of default risk.
* Strong quantitative modelling skills or quant developer skills across major asset classes.
* Ability to cross asset classes and develop models and valuation approaches across multiple asset classes.
* Previous experience building and / or validating model libraries obtained from within a leading investment house or buy-side firm.
* Strong attention to detail and able to maintain high levels of accuracy whilst working to tight deadlines.
* Ability to put together clear and concise papers setting out modelling approaches applied.
* Liaise with clients, solicitors and barristers as necessary as a normal part of an engagement.
* Prepare reports for advice to clients or solicitors or for use in legal or regulatory proceedings.
* Be responsible for and ensure excellent client service and delivery on assignments and at stream level.
* Assist in developing and training more junior staff.
* Prepare planning documentation, budgets, cost analyses and bills in respect of each client in their portfolio. Actively manage their engagement.
* Identify and recognise business and sales opportunities and inform the partner and client as appropriate.
* Maintain a network of professional and business contacts.
* Act as an ambassador of the firm, participate in marketing events, keep abreast of the wide range of services the firm offers and suggest innovative products and services.
* Support Partner, Directors on ad hoc assignments as needed.
A masters (or phd) in a quantitative subject such as quantitative finance or similar (e.g. could have done maths with finance)
Requires significant experience gained directly from within a major bank or hedge fund