AVP, Pricing / Derivatives Valuation

  • Competitive
  • Singapore
  • 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.

Key responsibilities

  • 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.

Key requirements

  • 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  loretta@fundspartnership.com

Regrettably only shortlisted candidates will be contacted

EA License Number: 15C7420

Registration no: R1221107