Valuations – VP (Credit products) recruitment
VP – Valuations (Focusing on Non-trading aspects)
My client global investment bank is currently recruiting for a VP to join their valuations group. The team is a technical support and valuation governance group who addresses complex valuation issues and management reporting across the different businesses.
The individual will primarily be involved in working on issues relating to Credit ALM but willingness to perform cross-cluster work in the valuations group is important. The key responsibilities for this position include, but are not limited to:
• Consideration of complex valuations and appropriateness of booking methodologies
• Participation in the product valuation governance process
• Collaboration with Senior Management, Risk Management and Model Development to highlight valuation risks inherent in current methodologies
• Design/evaluation of valuation adjustments and calibration methodologies
• Reporting of valuation issues
• Review and implementation of independent price testing methodologies
The core tasks in this role are:
• Model Reviews
• Review of Price-Testing methodologies
• Review of Price-Testing impact tolerance ranges
• Valuation Adjustments and Governance Policy and Reporting
The successful candidate will have a:
• Masters in Financial Engineering in highly preferred
• Strong analytical and mathematical skills
• Strong Excel, VBA , Macros, database and access Skills
• Strong communication skills
Interested candidates please send your CV in word format to singapore@selbyjennings.com
If you have any further queries please do not hesitate to give us a call at +65 6818 9110