Valuation / Reporting Manager
The Valuation team manages the valuation of various investments ranging from the exchange traded products to derivatives traded in OTC markets, including equities, listed futures/options, bonds, fixed income OTC derivatives (interest rate swaps/swaptions, FX spot/forwards/options), credit derivatives, commodity products, venture capital and private equities. The Valuation team provides valuations and P&L for investments on a real time basis for portfolio managers, the Risk team, and senior management.
On this position you will have the opportunity to:
- Manage the valuation and models for various products, such as interest rate swaps/swaptions, FX derivatives, Government bond, Corporate bonds, and Credit derivatives
- Manage process to control market data inputs to the valuation models and ensure the valuation process is in compliance with company valuation policy
- Perform model validation on new valuation models required for model upgrades or the new products
- Liaise with front office, risk team, and other supporting teams about pricing, valuation, P&L, and valuation models
- 3 – 5 years’ experience in pricing financial derivatives
- Strong understanding of financial products including interest rate derivatives, FX derivatives, credit derivatives
- Strong knowledge of modelling principles
- Master’s degree in Financial or mathematical finance is a plus but not required
- Knowledge of financial products and greeks specifically in derivatives space
- Strong personal ownership and ability to resolve issues independently
- Excellent interpersonal skills, English communication skills (verbal and written), and the ability to work effectively on a team
Are you interested?
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