AVP Valuations – Team Lead recruitment
The position will involve review of Model Process, Price-Testing methodologies, Price-Testing impact tolerance ranges and Valuation Adjustments and Governance Policy and Reporting.
Working closely with the Product control teams you will Assess the appropriateness of a pricing model for a specific product, Assess the appropriateness of the model calibration process, Review and document model-related valuation adjustments and Apply price testing policies and valuation methodologies across products/regions.
The successful candidate will have
- At least Five to ten years relevant experience in an Investment Bank, working in a relevant control function (Product Control, IPV, Risk Control).
- Strong product knowledge of structured and flow products.
- Experience of the IPV of structured products
- Exposure to the technical skills (e.g. use of Excel and Analytic libraries to prototype new processes)
- The candidate should have relevant experience in an investment bank and an excellent knowledge of various modelling techniques
- Experience of managing small teams and projects through to completion.
- Excellent communication skills – an ability to deal with a number of different areas within the Bank to achieve prompt resolution of issues.
- Strong Excel and VBA skills.
- Bachelors degree in relevant Quantitative (mathematically focussed) discipline. (Mathematics, Engineering or Physics).
- Strong preference for MSc or PhD specialising in Finance or similar.
September 10, 2010
• Tags: Accounting & Finance careers in the Singapore, AVP Valuations, Team Lead recruitment • Posted in: Financial