Our client is an international investment banking business seeking for an experienced price testing professional to join the Valuations Control unit based in HK.
Some of the key responsibilities will include:
- Responsible for reserve calculation and balance sheet categorization, stale mark monitoring for equities options, exotic products, and other scripted products.
- Conduct and review price testing (IPV); communicate on the results, associate reserve trends to trader behaviour, both micro and macro economics.
- Drive FinTech initiative for achieving robust automation for IPV.
- Assist in identifying the best model reserve level and the establishment of appropriate methodology to improve quality and efficiencies.
- Access and analyse market data for the best measure of fair value on financial instruments.
- Partnering with various units across product control, front office quant, model validation, market risk etc. to manage valuation risk and coordinate for solutions.
To be eligible for this role you will require:
- At least 7 years of experience in investment banks, brokerage firm or public accounting.
- Working experience in Risk, Product Control & Valuation or Quant; experience as a trader or trading assistant is an advantage.
- University degree preferably in Engineering, Mathematics, Operations.
- Independent research experience with publications in peer-reviewed journal will be highly valued.
- Attention to details with strong analytical and quantitative skills.
- Programming knowledge in C/C++, Java, VBA is a plus.
- Sound market knowledge and understanding of financial products.
- Excellent inter-personal, communication and organizational skills
Please contact Gap Cheung at +852 3952 7205 or email your CV directly in word format with job reference number: JO0000004111 to email@example.com
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.