Global Valuation (Finance) || Leading Bank
- Location: Hong Kong
- Salary: Competitive
- Job Type: Full time
Global Valuation (Finance) || Leading BankKey Responsibilities
- Define the methodology for IPV and associated VAs for any given product or risk (including regular methodology reviews and advice on re-calibrations).
- Strong stakeholder management,
- Working closely with Traders, Market Risk Management, Model validation, FO Quants, Middle Office, BU Finance and senior managers on new product, model development, model sign-off etc
- Product coverage includes:bonds, repos, vanilla and complex interest rate and FX derivatives, credit vanilla and structured products across Japan, Australia, Hong Kong and Asian Emerging Markets (EM).
- 5 years of Financial Modeling experience or equivalent (e.g., PHD in a quantitative field)
- 5+ years of derivatives valuation and independent price verification experience
- Working knowledge of Ms Office applications including VBA, MarkIT, Reuters, FTID and Bloomberg.
- FRM/CPA/CFA/ACA & Python programming skill is a plus.