APAC FID Valuation Risk Controller #118729

12 Oct 2018
16 Oct 2018
Contract type
Full time
We Offer
A Valuation Risk Control role covering the APAC FID division with a focus on Rates and FX risk factors

You will be responsible for all aspects of the valuation control of the APAC FID business with a focus on Rates and FX non-linear risk factors. The role is based in Singapore and will be an integral part of a technical team. This is an exciting and challenging role for you with ambition to grow into a cross asset pricing specialist and interest in derivative & structured trade pricing. The role will also have frequent interaction to senior traders, quants, Market Risk, as well as, Product Control partners.

Main responsibilities include:
  • Formulating and conducting independent price verification (IPV) processes.
  • Reviewing appropriateness of valuation methodology and ensure trades are valued using approved valuation methodology.
  • Providing timely, thorough and in-depth analysis and commentary for price testing and performing unauthorized trading detection controls.
  • Supporting audit and regulatory requirements.
  • Supporting Pre-Trade and material Day 1 PL reviews from a valuations control perspective.
  • Contributing to valuation governance processes and supporting the relevant product valuations working groups.
  • Presenting summary level analysis to global product head.
  • Reviewing and challenging IPV results received from offshore deployment centers.
  • Supporting innovation and building new solutions to improve processes and controls.

You Offer
  • You have a Bachelor's Degree in finance, economics or quantitative-related subject. A recognized professional accountancy or post graduate degree in finance is helpful.
  • You have 5-8 years of experience in a Valuation Control, Risk or Product Control related function.
  • You are highly numerate with excellent product, financial modeling, and risk and valuation technique knowledge. Your Rates/FX derivative experience is helpful.
  • You have strong communication skills, able to articulate complex issues clearly and succinctly to senior management.
  • You possess business partnership skills and experience in valuation control Target Operating Model design and implementation.
  • You have the ability to partner across regional teams and with senior stakeholders to achieve organizational objectives.
  • You have excellent analytical skills and ability to exercise good judgment and make decisions based on accurate and timely analyses.
  • You possess strong Excel Skills (Excel/Access). Working knowledge of Excel VBA preferred but not necessary.
  • You have high level of integrity and accountability with a strong sense of urgency and results-orientation.

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