We are currently recruiting for a highly skilled IPV, FVR, and PVA Methodologies Specialist to join a leading financial institution on a contract basis. The successful candidate will play a pivotal role in the enhancement and development of quantitative methodologies and documentation across multiple business lines.

Key Responsibilities:

• Develop and enhance existing IPV (Independent Price Verification), FVR (Fair Value Reserve), and PVA (Prudent Valuation Adjustment) methodologies for European business lines.
• Collaborate with key stakeholders, including Trading, Quant Research, Market Risk Officers, and Financial Control, to provide quantitative analysis and insights on methodology decisions.
• Review and challenge current IPV, FVR, and PVA methodologies using data-driven quantitative facts.
• Calibrate IPV, FVR, and PVA methodologies at appropriate intervals, ensuring accurate and timely delivery of results.
• Provide detailed monthly and quarterly analysis on the variations of IPV, FVR, and PVA stocks, presenting findings to stakeholders.
• Build strong relationships with internal partners in RISK and across the business, acting as a key point of contact for valuation topics.
• Maintain a deep understanding of the business lines within scope and stay up to date with risk management best practices.

Key Skills and Experience:

• A minimum of a Master's degree in Financial Engineering, Maths, Sciences, or related discipline. PhD preferred.
• Extensive hands-on experience in quantitative analysis within the financial industry, particularly in IPV, FVR, and PVA methodology development.
• Strong coding skills in Python or other advanced languages.
• In-depth knowledge of options, risk management, trading derivatives, and securities markets across at least two asset classes.
• Excellent analytical and problem-solving skills, with the ability to present complex data in a clear and concise manner.

Please submit your CV if you wish to be considered for this role.

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