Senior Manager, Valuation Control Methodology
- Singapore Based
- Excellent Business Exposure
- Global Bank
Job Description
This role with be based in Singapore and will involve working closely with the Model Validation team mainly on Credit, Rates and FX issues.
The role will also involve interaction with Front Office, the Modeling Analytics Group, Group Market Risk and Valuation Control.
This role will involve the management of staff.
Key Roles Responsibilities
- To review model validation memos and formulate and implement model reserve methodologies to address any model limitations that are highlighted in theses memos.
- To work with the individual VC asset groups to determine price testing methodologies.
- Responsible for Rates, Credit and FX issues.
- Manage and train other members of staff.
- Ad hoc projects.
Qualifications Skills
- Master in Financial Mathematics or a PhD in a quantitative area.
- Strong analytical and quantitative skills.
- Strong understanding of financial modeling.
- Strong IT and programming skills. Advanced Excel skills are essential and experience with a functional programming language would be an advantage.
- Experience of Credit structured products is desirable, but candidates with experience of structured products in other asset classes will be considered.
- Experience of Bloomberg, Reuters and other information systems, would be helpful.
- Excellent interpersonal skills, with the ability to communicate at all levels both written and verbally.
- Good team worker with the ability to work with a minimum of supervision, to organize and prioritize own work.
- Management experience is desirable.
- Experience of valuation control or model validation is desirable.
To apply please click on the 'Apply online' button below or enter HK84752/MAND in the Keyword section of jobsearch.hk.hudson.com or contact Mark Andrews on +852 2919 6248 for a confidential discussion. Alternatively, email your resume to mark.andrews@jobs.hudson.com quoting HK84752:APEFI /MAND in the subject field. Interested parties are required to supply their valid HK ID No. or Passport No. (for overseas applicants).
Your interest will be treated in strict confidence and only shortlisted candidates will be notified.
Privacy Statement
Data collected will be used for recruitment purposes only. Personal data provided will be used strictly in accordance with the relevant data protection law and Hudson’s Personal Information at www.hudson.hk/UseofPersonalInfo.aspx and Privacy Policy at www.hudson.hk/PrivacyPolicy.aspx.
Leave a Reply
You must be logged in to post a comment.