AVP, Pricing / Derivatives Valuation
- Permanent, Full time
- Funds Partnership Asia , EA Licence No: 15C7420
- 17 Aug 17
Our client is a global fund administrator that focuses on alternative funds. Due to business expansion, they are looking for AVP, Derivatives Valuation and the role is based in Singapore.
- Perform independent valuation of OTC derivatives by valuation models or third-party vendors
- Evaluate the integrity of vendor supplied pricing data against market movements and alternative sources
- Resolve price challenges by validating market data and reviewing pricing models
- Input and maintain information on various valuation systems / databases.
- Assist in projects on valuation process improvement.
- Research on new OTC product types, vendor offerings and regulatory changes.
- Bachelor’s degree in Quantitative Finance, Statistics or other quantitative subjects
- Proficient in Excel, programming experience in VBA is a plus
- Basic understanding in OTC derivatives and asset pricing methodologies
- Experience with Bloomberg, Markit and/or SuperDerivatives (ICE) will be an advantage
- CFA/FRM qualification will be an advantage
- Solid communication and problem-solving skills
Interested parties please send your resume in word format to Loretta Chan at firstname.lastname@example.org
Regrettably only shortlisted candidates will be contacted
EA License Number: 15C7420
Registration no: R1221107