AVP Valuation Methodologies recruitment
AVP Valuation Methodologies - Singapore - SG$70,000 - SG$140,000
There is an exciting opportunity for a Valuation Methodologies AVP within the Valuations Control function at a leading Global Bank. My client is a high-profile worldwide leading financial institution with a significant presence in Asia.
This specialist group within Finance looks at the technical aspects of valuation to ensure the integrity and control over all aspects of the valuation of the Bank's trading portfolios.
Responsibilities:
*To review model documentation and address model limitations after the assessment of such information.
*Work with individual Valuation Control asset groups/IPV teams, to assess and validate price testing models.
*To provide technological/quantitative support to individual Valuation Control/IPV teams.
*Review calibration methodologies
*Period project work.
They will work closely and interact with the Front Office, Model Validation team, Quantitative Analytics team, Group Market Risk and Valuation Control
To be successful in this role you will be:
*MSc or PHD in a quantitative area
*Strong analytical and quantitative skills
*Experience in Model Validation or Valuation Control
*Detailed understanding of financial modelling
*Cross-asset experience in structured products
*Strong IT and Programming skills
This position will offer a dynamic and exciting work environment with constant challenging opportunities. Excellence will be noticed and rewarded and internal mobility will be actively encouraged (both locally and globally).
On a non-technical basis the Valuation Methodologies AVP must have the following attributes; a team player, excellent interpersonal skills a can do approach, and a passion to learn skills.
Astbury Marsden is operating as an employment agency for the purpose of this vacancy.
