This job is no longer available

Valuation Risk Controller, Investment Bank

Responsibilities:

Ensuring deliverable are met and proper internal controls are adhered to.
Work closely with trading desk as well as counter-parties in the region
Monthly mark review production to ensure positions are marked correctly in the firm's books and record
Prepare and summaries on mark review results for Senior management
Developing and standardizing the existing Mark Review processes
Challenging and proactively monitor the existing mark review and to proactively identify, monitor and manage potential risks within those existing processes and procedures
Assist in assigned project work as required on new systems and functionality enhancements

Requirements:

Strong academics required in a quantitative discipline such as economics, mathematics, physics, engineering or other technical field
Good understanding of financial markets and products Equity derivatives product knowledge (vanilla and exotic, payoff understanding, life-cycle events)
Ability to translate complex theoretical problems into smaller problems that can be solved practically
Strong analytical, problem-solving skills and communication skills
Solid knowledge of Excel. Knowledge of VBA programming is an advantage