Valuation Control (Methodology) – AVP recruitment

The role will be based in Singapore and will involve working closely with the Model Validation team. There will be opportunities to work across asset classes, namely Equity, Convertibles, FX, Interest Rates, Commodities and Credit.The role will involve interaction with Front Office, the Modelling Analytics Group, Group Market Risk and Valuation Control..Key Roles Responsibilities-To optimise the VC- Methodology’s functional programming library associated with model reserve and price testing calculations.-To work with the individual VC asset groups to optimise their pricing solutions.-Ad hoc Read more […]

May 20, 2012 • Tags: , , • Posted in: Financial • Comments Off on Valuation Control (Methodology) – AVP recruitment