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AVP / VP - Quantitative Valuation Control

Job Seekers Hong Kong SAR China Banking & Financial Services Financial Services - Banking

Job Summary

  • Hong Kong SAR
  • Permanent
  • BBBH827325
  • Sep 02, 2022
  • Competitive
Job Description

A top tier investment bank is looking for a candidate at VP or AVP level to join their Regional Valuation team focusing on valuation and independent price verification (IPV) support to the APAC Global Market

Job Duties:

  • Define the methodology for IPV and associated Liquidity/Model/Deal Specific Valuation Adjustments (VA)
  • Create implementation tool to execute the IPV methodology
  • Review and Challenge the existing IPV processes and result conducted by Business Finance and Control (BFC)
  • Review of material new deals and changes to models and market data configurations
  • Challenge existing process and policy to enhance valuation control and operation
  • Work closely with Traders, Market Risk Management, Model Risk Management, FO Quants, BFC, senior managers on new product, model development, model sign-off etc.

Requirements:

  • Excellent analytical, quantitative, interpersonal, and organizational skills. Team oriented.
  • 3 to 7 years of quantitative experience in OTC derivatives within model development, validation or control function at an investment bank or hedge fund
  • University degree in Quantitative Finance, Engineering, Mathematics or related technical field. Post-graduate university degree (MFE or PhD preferred)
  • Computer Programming Skills - Python or other scripting language
  • Proficient in mathematics and computer programming

Consultant Details

Consultant Details

Jonathan Wong
Jonathan Wong
  • Managing Consultant | Financial Services Recruitment
  • 3907 3944
  • jonathanwong@morganmckinley.com