APAC FID Valuation Risk Controller #118729
- Recruiter
- Credit Suisse Asia
- Location
- Singapore
- Salary
- Competitive
- Posted
- 15 Oct 2018
- Closes
- 19 Oct 2018
- Ref
- 4695311
- Sector
- Accounting - Public practice
- Contract type
- Permanent
- Hours
- 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:
You 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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