VP, Valuation recruitment
• International Financial Institution
• Continued Growth
• Excellent Career Prospects
Our client is a highly established international financial institution with an expanding presence in Singapore. To support its continued growth, it is now seeking a dynamic individual to join its global valuation and analytics team.
As part of the controller’s function, you will be responsible for model and market data validation and verification affecting financial reporting and disclosures. You will review and analyse deal structures to determine whether proposed modeling approaches are consistent with best market practices, review pricing of structured transactions, independently value derivatives and develop attribution analysis to rationalize changes in model values. You will also prepare periodic updates on the robustness of the valuation models to senior management and develop and maintain industry contacts to draw expertise and best industry practices.
You are degree qualified with relevant experience gained in structuring / trading / valuation / risk management of exotic interest rate and/or foreign exchange derivatives. You are familiar with the application of valuation models such as HW-1 Factor, Black, HJM and BGM (Libor Market Model). You have strong computational finance and analytical skills as well as good understanding of portfolio construction and hedging strategies. You have strong communication and interpersonal skills and is a team player.
To apply, please submit your resume to Audrey Chan at ac@kerryconsulting.com, quoting the job title and reference number AC3998.