A top tier investment bank is looking for a candidate at VP or AVP level to join their Regional Valuation team focusing on valuation and independent price verification (IPV) support to the APAC Global Market Job Duties:
- Define the methodology for IPV and associated Liquidity/Model/Deal Specific Valuation Adjustments (VA)
- Create implementation tool to execute the IPV methodology
- Review and Challenge the existing IPV processes and result conducted by Business Finance and Control (BFC)
- Review of material new deals and changes to models and market data configurations
- Challenge existing process and policy to enhance valuation control and operation
- Work closely with Traders, Market Risk Management, Model Risk Management, FO Quants, BFC, senior managers on new product, model development, model sign-off etc.
- Excellent analytical, quantitative, interpersonal, and organizational skills. Team oriented.
- 3 to 7 years of quantitative experience in OTC derivatives within model development, validation or control function at an investment bank or hedge fund
- University degree in Quantitative Finance, Engineering, Mathematics or related technical field. Post-graduate university degree (MFE or PhD preferred)
- Computer Programming Skills - Python or other scripting language
- Proficient in mathematics and computer programming