AVP & VP Regional Valuations HK/Tokyo/Singapor

  • Location

    China-Hong Kong

  • Compensation

    14-17M Yen, 900-1MM HKD, 120-160K SGD

  • Position Type

    Employee

  • Employment type

    Full time

  • Updated

    26 Aug 2008

  • eFC Ref no

    340502
Exceptional opportunity for a high flyer with good IB product knowledge combined with excellent quantitative academic background to join a prestigious global valuations team based in HK,Sing or Tokyo covering all products. Suit ambitious Product Controller
Background: The Global Valuations Group is a central controlling function that is responsible for oversight and challenge of the daily and month end control process, quality assurance, development of bankwide policies and standards, accumulating and reporting valuation MIS and reporting and discussion of valuation issues with front office and other infrastructure groups.

This includes the Models and Methodology sub-team who are primarily responsible for providing the methodologies for testing the valuation of the banks trades and for determining the appropriate reserving methodologies for reserves to be held against the trades, and the overall portfolio. It is also viewed as a centre of expertise on product knowledge to provide an effective internal consultancy within Controlling on the numerous product-related issues that occur.

Effectively, there are many technical issues that exist throughout Controlling, that are not able to be addressed adequately under the existing workloads and resources in those areas. The Models and Methodology group are responsible for the solution of these issues. Brief description of area.

Overall Purpose of the Role: The vacancy is to work in the Models and Methodology team on the more complex products and derivatives pricing and reserving methodologies and modelling

Main Responsibilities: The candidate will assist in pricing and IPV methodology review , off system modelling and calibration, complex trades review and new product and model approval.

Education Standard: Mathematically based degree a minimum a MSc and/or PhD useful

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