Rates Options Valuation Controller

  • Negotiable
  • Singapore
  • Permanent, Full time
  • Robert Walters (Singapore) Pte Ltd , EA Licence No: 03C5451
  • 16 Oct 18

A new Rates Options Valuation Risk Controller job based in Singapore has just become available at a top-tier international bank.

About the Rates Options Valuation Controller Role:

This is a valuation controller role providing support for valuation issues and developments relating to structured rates products.

Key Responsibilities:

  • Work closely with the Front Office, Quants, PC-Line & IVU on projects in relation to New Product Sign-Off, Limited Trade Approvals, Pay-Off Change Approvals, Approximate Bookings and other technical project work being undertaken in PC Valuations; this will entail obtaining a deep understanding of the exotic products traded, booking templates and models
  • Gain an extensive knowledge of the Price Testing, Fair Value Adjustment & Market Data Uncertainty calculation methodologies that apply to positions in the Global Structured Rates business
  • Apply technical skills and knowledge of complex derivative products in performing the role and be in a position to advance and improve existing processes and methodologies
  • Provide independent valuations challenge, analysis, reporting and ad-hoc investigations, covering the full spectrum of products in these business lines
  • Proactively communicate and escalate valuation or business-related observations and concerns on an ongoing basis to Rates Options PC-Valuations management
  • Address questions or requests from business audit and Risk & Controls team as required
  • Proactively collaborate and communicate with other control functions such as Risk and PC-Line
  • Maintenance of the general Control governance, completeness, IPV and documentation surrounding these businesses

To succeed in this Rates Options Valuation Controller role, you must have good understanding of complex derivative products, preferably with exposure to structured Rates products

Key Requirements:

  • Degree in a numerical discipline
  • Professional Accounting, Risk or Management qualification is an advantage
  • Experience and technical understanding of complex derivative products, with previous exposure to structured Rates products preferable
  • Python coding skills are preferred
  • Self-motivated, hard working, professional team player with good time management skills and a can-do attitude
  • Ability to provide lucid and informative explanations of technical subjects in a manner which can be understood by both technical and non-technical audiences
  • Thorough approach to all work, with time and effort balanced and distributed appropriately between technical analysis, production work, controls and documentation
  • Ability to adopt a methodical approach to investigations and problem-solving

The successful Rates Options Valuation Controller role will join a company whose expertise has made them the leader in their field. This well-recognised brand offers a great working environment in brand new offices.

If you are driven, determined and want to take the next step in your career, this is the role for you. Great career progression opportunities await the right person in this role.

Apply today to discuss this role further.

Robert Walters (Singapore) Pte Ltd

ROC No.: 199706961E | EA Licence No.: 03C5451

EA Registration No.: R1871995 Benjamin Chong