Manager, Valuations Methodology

2 weeks ago


Singapore THE EDGE PARTNERSHIP HOLDINGS PTE. LTD. Full time

Our client is an international bank with multiple lines of business, who are looking for a Valuation Methodology Manager/VP to join their team.

The role supports the Front Office Quant team and Model Validator on mitigating of the model limitations.

Some of the key responsibilities will include:

- Design, implement, and submit different types of model overlays to the Model Validators for review.
- Calibrating different parameters to Market consensus for IPV use
- Designing and implementing new methodologies for the adjustments under VM coverage.

To be eligible for this role you will require:

- 8+ years of related experience in quantitative finance.
- Previous professional experiences in Credit, Rates or XVA is a plus



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