Valuation Controller

  • Competitive
  • Singapore
  • Permanent, Full time
  • Morgan McKinley Singapore
  • 15 Oct 18

Valuation Controller

A global top-tier bank is looking for an AVP - Valuation Controller to join their expanding team in Singapore.

Your Role

  • Work closely with the Front Office, Quants, PC-Line & IVU on projects in relation to New Product Sign-Off, Limited Trade Approvals, Pay-Off Change Approvals, Approximate Bookings and other technical project work being undertaken in PC Valuations
  • Apply knowledge of complex derivative products and assist to improve existing processes
  • Collaborate with the overseas Rates PC-Valuations teams
  • Provide independent valuations analysis, reporting and investigations, covering the full spectrum of products in these business lines
  • Proactively communicate and escalate valuation or Business related observations and concerns on an ongoing basis to Rates Options PC-Valuations management
  • Proactively collaborate and communicate with other control functions such as Risk and PC-Line
  • Maintenance of the general Control governance, completeness, IPV and documentation surrounding these businesses
  • Gain an extensive knowledge of the Price Testing, Fair Value Adjustment & Market Data Uncertainty calculation methodologies that apply to positions in the Global Structured Rates business

Essential Skills
  • Sound knowledge of complex derivative products, with previous exposure to structured Rates products is required
  • Python coding skills are preferred

Desirable Skills
  • Self-motivated, hardworking, professional team player with good time management skills and can do attitude
  • Ability to provide lucid and informative explanations of technical subjects in a manner which can be understood by both technical and non-technical audiences

Morgan McKinley Pte Ltd
EA License No: 11C5502
Registration No: R1876691
EAP Name: Teo Choon Wei, Kelvin