VP Product Control Valuation

Location: Singapore,
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: S$140000.00 - S$160000.00 per annum
REF: AS00041098

You will report to the Valuations Team Lead and also to the Portfolio Manager and responsible for Valuation Controls, Market Data & Book Controls and Structured Products governance.
This role is responsible for executing CVA calculation, CVA model validation, Participating in independent pricing verification for OTC derivatives products and the independent inventory valuation control of the Treasury business.

To qualify individuals must possess

  • Master's degree in Financial Mathematics or Ph.D. in other quantitative area.
  • More than 10 years of work experience in financial modelling with strong analytical and quantitative skills.
  • Good understanding of financial derivatives products, valuation adjustment framework, risk and valuation techniques.
  • Strong Database (SQL) and Programming skills with VBA, MATLAB, or C/C++ etc.

Please kindly send your CV to Shereen.tan@ambition.com.sg . If you would like to be considered for this role. Our consultant will be in touch with you once you are selected for this role.
Data provided is for recruitment purposes only.

Business Registration Number : 200611680D | Licence Number : 10C5117 | EA Registration Number:R1107874

*LI-BF