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Global Valuation (Finance) || Leading Bank

  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive
  • Job reference: 1001
  • Sector: Operations & Finance, DSJ Global, Operational Excellence and Strategy
  • Date posted: 16/01/2018
Key Responsibilities
  • Define the methodology for IPV and associated VAs for any given product or risk (including regular methodology reviews and advice on re-calibrations).
  • Strong stakeholder management,
    • Working closely with Traders, Market Risk Management, Model validation, FO Quants, Middle Office, BU Finance and senior managers on new product, model development, model sign-off etc
Key Requirements
  • Product coverage includes:bonds, repos, vanilla and complex interest rate and FX derivatives, credit vanilla and structured products across Japan, Australia, Hong Kong and Asian Emerging Markets (EM). 
  • 5 years of Financial Modeling experience or equivalent (e.g., PHD in a quantitative field)
  • 5+ years of derivatives valuation and independent price verification experience
  • Working knowledge of Ms Office applications including VBA, MarkIT, Reuters, FTID and Bloomberg.
  • FRM/CPA/CFA/ACA & Python programming skill is a plus.
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