Valuations – AVP recruitment

Our client is a global investment bank with offices spread across the globe. In the Asia Pacific region, it has offices in many of the major countries, including Japan, Australia, China, Korea, India, Hong Kong and Singapore.

Key Function

Members of the Independent Valuation Control team cover the Emerging Market Rates Exotics, FX Exotics, Fixed Income and Credit Trading Desks. These desks trade a broad range of complex products and their associated hedges.

Key Responsibilities

Part of a team reporting to the Head of Valuations Control engaged in the following:

•  Submission/review of valuations to/from TOTEM.

•  Price testing to consensus, exchange, broker, or other data of pricing inputs and model outputs for various asset classes.

•  Calculation of applicable fair value / model reserves.

•  Review new models from valuation perspective to provide approval as part of the model validation process.

•  Investigation of pricing / model uncertainty in methodology and parameters used, testing model calibration employed

•  Dealing with product control, risk management and quantitative departments on valuation and modelling issues

•  Discussing price testing results, fair value and model reserves, general modelling issues / uncertainties with front office and reporting on suitability for specific products / markets

•  Significant involvement in ad hoc projects / investigations

•  Identifying areas that could cause potential risk to the bank and developing solutions to enhance current on-going processes and controls.

•  Responsible for policy/reporting and liaison with audit/regulators etc on all valuation related issues

Consolidate regional and global price-testing results in various reports to business and senior management.

Qualifications

or in dealing with an Exotics portfolio otherwise equivalent experience in Risk Management within a top tier investment bank

Interested applicants should email their CV to Christina Ng at christina.ng@robertwalters.com.sg or call +65 6228 0262