Valuation Methodology

2 weeks ago


Singapore BNP Paribas Full time

In Asia Pacific, BNP Paribas is one of the best-positioned international financial institutions with an uninterrupted presence since 1860. Currently with over 18,000 employees* and a presence in 13 markets, BNP Paribas provides corporates, institutional and private investors with product and service solutions tailored to their specific needs. It offers a wide range of financial services covering corporate & institutional banking, wealth management, asset management, insurance, as well as retail banking and consumer financing through strategic partnerships.

Worldwide, BNP Paribas has a presence in 68 markets with more than 193,000 employees. It has key positions in its three main activities: Domestic Markets and International Financial Services (whose retail-banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors. Asia Pacific is a key strategic region for BNP Paribas and it continues to develop its franchise in the region.
- excluding partnerships

BNP Paribas offers you an exciting career in an international business environment that is fast-paced, diverse and focuses on creating high-value relationships with our clients. We offer competitive salary and benefits, as well as a working environment where you’re valued as part of the team.

**Position Purpose**:
The mission of RISK Global Markets (“RISK GM”) is to provide Senior Management of the Group, of the RISK Function and of Global Markets with full transparency and dynamic analysis of the Market, counterparty, valuation and liquidity risks managed by CIB Global Markets.

This position is a hybrid role with equal share of responsibility between:
1. **Valuation Adjustments Team**; which is responsible for all processes related to Valuation Adjustments (FVR, PVA and IPV) among all asset classes and across all locations. This includes:

- Valuation adjustment **Methodologies**:

- **Data analysis** related to valuation adjustments
- Valuation adjustments **Monitoring** and **Production**:

- Any **Projects** related to valuation adjustment

2. **Quantitative Team**; which is responsible for independent review and control of all valuation models used for the generation of official daily P&L and risks across all asset classes and locations within Global Markets. This includes:

- Review and approval of all new valuation models, on both trading and potentially on certain banking books, taking into account their use and market conditions.
- Regular reassessment and re-review of existing valuation models.
- Maintenance of documentation supporting the above (re-)reviews, reassessments and approvals.
- Definition and regular review of model-related valuation adjustments (Fair Value and Prudent Value).
- Ensure consistency of approach and standards in all the above (across GBLs, regions ) and, where differences in approach are justified, ensure the justification is documented.

The position available within the RISK GM APAC team will be seated in Singapore with the rest of our Market Risk teams there. While the scope of the role will be global (across regions and asset classes) working in close partnership with the rest of the Valuation Adjustment team and Quantitative team worldwide (functionally), the APAC team will remain primary owner for topics that are Asia specific, and continuously work on building an expertise on Asian markets, risks and products.

**Responsibilities**

**Valuation Adjustment - Data Analysis / Production / Monitoring**
- Monitoring, production and reporting of reliable and accurate analysis in a timely manner
- Perform analysis of pricing information when required to and use the analysis to calibrate various inputs to valuation adjustments methodologies.
- Propose initiatives to automate calculation, analysis and reporting tasks and implement them.
- Provide decision-making analyses and information in negotiation and discussions around business decisions.
- Provide relevant quantitative facts based on data to review and challenge risk analysis from Global Markets.
- Inform relevant internal or external stakeholder for specific enquiries related to an analysis, a methodology or a
- data set.

**Valuation Adjustment - Methodology / Documentation / Maintenance**
- Participate to the creation of a reference implementation library and environment and transfer all current valuation methodologies into a unique reference implementation solution.
- Take ownership, maintain and enhance the current stock of methodologies.
- Document methodologies under responsibility following group established documentation guidelines
- Propose initiatives to facilitate the data manipulation of methodology inputs.
- Propose and implement controls to mitigate and alert on methodology shortcomings.
- Provide decision-making analyses and information in discussions about methodology decisions with key stakeholders (fr



  • Singapore The Edge Asia Full time

    They are looking for either a high-performing AVP or more seasoned VP to support investigate methodology and limitations behind their valuations process. EA License Number: 16S8131 Recruiter License Number: R2090716 **Some of the key responsibilities will include**: - Work closely with Front Office Quants and Model Validation team on any model...


  • Singapore The Edge Partnership Full time

    Some of the key responsibilities will include: - Work closely with Front Office Quants and Model Validation team on any model limitations. - Maintain and enhance the Valuation Methodology working tools and scripts library. - Prepare Financial Markets model performance monitoring reports to share with relevant stakeholders. - Design and implement new...


  • 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...


  • Singapore The Edge Asia Full time

    Our client is an international bank with multiple lines of business, who are looking for a VP - Valuation Methodology to join their team. The role supports the Front Office Quant team and Model Validator on mitigating of the model limitations. EA License Number: 16S8131 Recruiter Licence Number: R22105034 **Some of the key responsibilities will...


  • Singapore RANDSTAD PTE. LIMITED Full time

    Roles & ResponsibilitiesAbout the companyOur client, a leading life insurance company, is seeking to add an Actuarial Manager - RBC2 Valuation to their team. This new role is created to provide additional resources and support their growing actuarial function.About the jobYou will focus on supporting the company's RBC2 valuation efforts, ensuring the...


  • Singapore RANDSTAD PTE. LIMITED Full time

    Roles & ResponsibilitiesAbout the companyOur client, a leading life insurance company, is seeking to add an Actuarial Manager - RBC2 Valuation to their team. This new role is created to provide additional resources and support their growing actuarial function.About the jobYou will focus on supporting the company's RBC2 valuation efforts, ensuring the...

  • Valuation Analyst

    2 weeks ago


    Central Singapore Emprego SG Full time

    **Location** - Singapore, Central Singapore**Job Type** - Permanent**Salary** - $2,500 - $4,000 Per Month**Date Posted** - 11 hours agoAdditional Details **Job ID** - 112007**Job Views** - 19Roles & Responsibilities **Valuation Analyst** The Role To cope with our business growth, we are looking for a Valuation Analyst to join our Singapore...

  • Valuation Researcher

    2 weeks ago


    Singapore ASSOCIATION EDHEC BUSINESS SCHOOL Singapore Branch Full time

    Roles & ResponsibilitiesAbout Us:EDHECinfra and Private Assets is at the forefront of global private assets research. Our mission is to advance the understanding and development of valuation and governance techniques for private infrastructure and other private assets, fostering both academic and practical insights.We are seeking a highly motivated and...

  • Valuation Analyst

    5 days ago


    Singapore Partners Group Full time

    **What it's about** In this position, you will be part of the Investment Valuation Services team which is responsible for the investment monitoring and valuation process across our private equity, private debt, private infrastructure and private real estate investments. You will: - Ongoing monitoring and tracking of the performance of assets throughout...


  • Singapore GIC Investment Full time

    Location: Singapore, SG- Job Function: Investment Services Private Markets- Job Type: Permanent- Req ID: 15714GIC is one of the world’s largest sovereign wealth funds. With over 2,000 employees across 11 offices around the world, we invest in more than 40 countries globally across asset classes and businesses. Working at GIC gives you exposure to an...

  • Avp/vp, Valuations

    6 days ago


    Singapore GIC Investment Full time

    **Location**:Singapore, SG **Job Function**:Investment Services Private Markets **Job Type**:Permanent **Req ID**:16210 - GIC is one of the world’s largest sovereign wealth funds. With over 2,000 employees across 11 offices around the world, we invest in more than 40 countries globally across asset classes and businesses. Working at GIC gives you...


  • Singapore PKF-CAP ADVISORY PARTNERS PTE. LTD. Full time

    Roles & ResponsibilitiesResponsibilities:Lead and manage business valuation engagements. Develop and implement valuation methodologies and approaches. Provide expert valuation advice to clients across various industries. Prepare comprehensive valuation reports and presentations. Collaborate with other departments to support client needs. Stay updated on...


  • Singapore PKF-CAP ADVISORY PARTNERS PTE. LTD. Full time

    Roles & ResponsibilitiesResponsibilities:Lead and manage business valuation engagements. Develop and implement valuation methodologies and approaches. Provide expert valuation advice to clients across various industries. Prepare comprehensive valuation reports and presentations. Collaborate with other departments to support client needs. Stay updated on...


  • Singapore The Edge Asia Full time

    Our client is an International Bank who have a strong presence in the region, and their area of expertise include diversified areas in consumer banking, full service, global corporate and investment banking. Primary duties will be focusing on independent price verification, providing oversight of provision and reserve methodologies and regular measurement...


  • Singapore ARGUS SOFTWARE (ASIA) PTE. LTD. Full time

    **The Opportunity** **Key Responsibilities** - Assisting in the valuation (appraisal) management process for Global and Regional Real Estate funds. - Conducting reviews of external third-party commercial real estate valuations across APAC. - Analysing and reviewing ARGUS and MS-Excel-based valuation models for accuracy and reasonableness. - Tracking and...


  • Singapore THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED Full time

    Roles & ResponsibilitiesDescription Some careers grow faster than others.If you're looking for a career that will give you plenty of opportunities to develop, join HSBC and your future will be rich with potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and...


  • Singapore Mazars Full time

    About this position **Responsibilities** - Provide support to the audit engagement team in assessing working papers relating to the appropriateness of carrying amounts of assets/liabilities that are measured using fair value and/or recoverable values with reference to the financial reporting standards Posing questions on the valuation strategy, primary...

  • Valuations Control

    1 week ago


    Singapore Reply Full time

    -Non-disclosed Singapore Posted 7 hours ago Permanent S$4k - S$6k - We are assisting a Global Fund Administrator to hire for a Senior Associate, who will join the valuations team to assist with the pricing validation for all OTC derivatives and quoted securities and bonds.**Responsibilities** - Provide end-to-end valuations across a variety of financial...


  • Singapore Deutsche Bank Full time

    **Details of the Division and Team**: The primary function of Market & Valuation Risk Management Valuation Control APAC (MVRM VC APAC) is to ensure the integrity and control over all aspects of the valuation of the bank’s trading portfolios in the APAC region. MVRM VC acts as an internal advisor and operates as a centre of excellence on valuation risk and...


  • Singapore HSBC Full time

    Job description**Some careers grow faster than others.** If you’re looking for a career that will give you plenty of opportunities to develop, join HSBC and your future will be rich with potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that...