Vp - Valuation Methodology
1 week ago
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 methodologies for adjustments made under Valuation Methodologies team, for example Prudent Valuation Adjustment and bid-offer adjustment
- Perform drill-down analysis when adjustments show an unexpected level
- Identify and monitor model issues and valuation risks for fair value positions.
- Analyse model deficiencies and reserves across asset classes.
- Develop valuation adjustments both on models and on parameters.
- Ensure a robust and optimized Prudential Valuation Framework.
To be eligible for this role you will require:
- Masters in Financial Mathematics, Financial Engineering or equivalent field
- Understanding of pricing models, and which models need to be used depending on asset class
- Programming language such as Python or C++
- Ideally will have experience of XVA, Rates or Credit products
EA License Number: 16S8131
Recruiter License Number: R2090716
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Vp - Valuation Methodology
1 week ago
Singapore The Edge Asia Full timeThey 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...
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AVP/VP, Valuations
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