int(7202)
Singapore

Valuations Control – Associate & VP Level

Our client is a leading international bank, who are looking for a number of headcounts within their Valuations Control team, both at the Associate and VP level.

This role will be responsible for the valuations control process for a number of financial products, including pricing FX options and interest rate products.

Please contact Michael Durkin on +65 8894 1963 or email your cv directly in word format with job reference no. Jo0000006106 to bankingandfinance-SG@theedgeinasia.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.

EA License : 16S8131
Recruiter License : R2090716

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Some of the key responsibilities will include

  • Ownership of processes including reserve calculation, price testing (IPV), balance sheet categorization and stale mark monitoring.
  • Driving automation of all BAU processes within IPV space.
  • Understanding of potential model risk, working with model validation team to understand appropriate model reserve level and methodology.
  • Pro-active management of valuation risk.
  • Challenge existing IPV/Reserve methodologies, improving quality and efficiencies.
  • Associating IPV results and reserve trends to trader behavior, Macro & Microeconomics
  • Working with trading desks to communicate results and get sign-off.

To be eligible for this role you will require

  • 5+ years’ experience in investment banks/brokerages/public accounting (big 4), with experience in Valuations – or Product Control, Quant, Trader or Trading Assistant.
  • University degree preferably in accounting, engineering, financial engineering, econometrics.
  • Understanding of financial products is essential, with direct experience in pricing FX options or interest rate products is desired.
  • Experience with programming tools such as Python, R, MATLAB, VBA would be preferred.