AVP/ VP, Risk Valuation

Our client is an international bank, looking for a Risk Valuation professional with experience in methodologies to join their Asia team in Singapore at AVP or VP level.

Responsibilities:

• Manage the FVR, PVA, IPV methodologies for products traded in the APAC region which includes designing, documenting, providing specifications, validating and reviewing methodologies
• Monitor and coordinate the Independent Price Verification process
• Be the Point of Contact for FVR and PVA methodologies to internal and external stakeholders, as well as to relevant committees
• Review methodologies charges and calibrate at appropriate frequency, while ensuring data sources are reviewed and adapted as required
• Manage the periodic computation of valuation adjustment reports, which includes timely analysis of market evolution and communicating to Front Office
• Represent the team in Valuation Risk committees

Requirements:

• Bachelor's Degree in Financial Engineering or risk related field from reputable universities
• At least 5-10 years' relevant experience in risk management and banking valuation adjustment
• Prior experience in risk models or methodologies is a plus
• Strong analytical skills
• Team player, detail oriented and ability to work on tight deadlines
• Excellent communication and stakeholder management skills

If you believe you fit the requirements for the role, please click APPLY NOW or send an email to Selicia.low@ambition.com.sg with your latest CV. Note: We regret that only shortlisted candidates will be notified.

Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1767640

If this job isn't quite right for you, but you know someone who would be great at this role, why not take advantage of our referral scheme? We offer SGD1,000 or SGD350 in shopping vouchers for every referred candidate who we place in a role. Terms & Conditions Apply. https://www.ambition.com.sg/refer-a-friend