Valuation – INVESTMENT BANKING recruitment

Our client is a global investment bank, with world-wide market coverage including derivatives, equities, foreign exchange, fixed income and structured products markets. The Group has continued regional expansion plans which has brought about the need for a qualified individual to join its dynamic valuations team. This technical team is responsible for Valuation issues focussing mainly on price testing and model approvals, development of fair value adjustment methodologies, policy framework and governance of pricing methodologies across all financial products traded by the bank.

This role will involve frequent liaison with Front Office, Price Testing, Finance, Risk Analytics and Technology team in order to establish a robust infrastructure and frameworks to analyse the trades

Key Roles Responsibilities

  • Produce daily IPV on all liquid bond and derivative positions across Asia. This daily risk based testing is a significant expansion in scope from current testing. It would encompass many more currencies and full revaluation where possible
  • Increase IPV coverage and frequency
  • Expand published quote sources with intention of capturing all available data
  • Dispersion and trends on IPV results/market data
  • Produce dispersion data monthly to analyse differences between quote sources on material positions.
  • Analyse consensus dispersion ranges. Introduce historical trend analysis to identify potential anomalies in 3rd party data.

Requirements:

If you are interested in the above position, please email your CV in word format to shari.ng@robertwalters.com.sg

For more information, please contact Shari at +65 6228 0249 in our Singapore office.