Senior Analytics Consultant - IPV/Product Control
Core
Derivative valuation specialist ensuring accurate valuations and performing validation processes for capital markets products, with a focus on commodities derivatives.
Role type
Senior IC risk analytics consultant (derivative valuation & price validation)
Builds
Independent price verification processes and high-quality commentary for derivative portfolios
Domain
Financial services, Capital Markets, Derivatives
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Derivatives valuation, Financial modeling, Interest rate curves, Capital markets instruments, Price validation, Quantitative analysis
Preferred skills
Commodities derivatives, Numerical solution methods (binomial trees, Monte Carlo, finite difference), Model validation, Market risk practices
Technologies
Calypso, Alteryx, Power BI, Tableau, SQL, Microsoft Office
Responsibilities
Ensure accurate valuations and perform independent price verification for derivatives; Review Bid Offer and Model Valuation Adjustment; Deep dive IPV results and assist traders with commentary; Interact with technology teams to streamline IPV processes; Lead IPV projects with quants, traders, and market risk teams; Mentor less experienced staff
Seniority
Senior, hands-on IC with mentorship
