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AVP / VP - Quantitative Valuation Control

Hong Kong
Job Type
8 Sep 2022
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
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  • Job Reference: 707120484-2
  • Date Posted: 8 September 2022
  • Recruiter: Morgan McKinley
  • Location: Hong Kong
  • Salary: On Application
  • Sector: Banking & Financial Services
  • Job Type: Permanent