Director Level Candidate needed for Equity Valuation Control Specialist Role | Hong Kong

The team is responsible for price testing products and model inputs, producing the month end valuation review. The group work closely with all parts of the business, supporting the desk, market risk control team as well as the Quantitative risk team.

The individual will report directly into the Regional Head of Equity Valuations and work will cover the whole APAC region.

Responsibilities:
-Perform monthly price verification and reserve calculation and discussing all results with the business
-Producing the monthly valuation reports which cover IPV and reserve results, trade level exceptions, untested, etc.
-Representing the Equity Valuation Control team in monthly meetings with senior representatives from the trading desks, Market Risk Control and Finance
-Conducting pre-trade analysis of valuation and model appropriateness.
-Review appropriate valuation methodology post trade of Equity products.
-Working with the Desk, Market Risk Control (MRC) and Quantitative Risk Control (QRC) on all valuation issues within the region
-Candidate will need to build strong working relationships with senior business and finance management, risk management and fellow professionals in other support groups.

Skills-Requirements:
-Candidate will need to be already at VP or Director level.
-Candidate will need to have had extensive previous experience in the IPV space, having covered Equity products
-PhD or Masters (or equivalent) in finance related degree.
-Highly numerate problem solver, good spread-sheet and systems skills. Strong numerical aptitude required, demonstrated by proven academic record.
-Candidate will be a self-starter capable of acting on their own initiative and confident talking to Front Office and Risk on issue identification and resolution.

December 11, 2012 • Posted in: General

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