• Provide end–to-end valuations across a variety of financial instruments including OTC derivatives.
• Review P&L queries and monthly valuation reconciliations, analysing and commenting on exceptions. Investigating and resolving pricing and valuation differences for both OTC derivatives and securities products using internal tool and vendor applications.
• Manage client deliverables and prioritise workloads, ensuring NAV tasks have been completed promptly.
• Form good working relationships with internal and external global counterparts.
• Perform yield curve reviews and assist in projects impacting the valuations business that requires pricing expertise.
• Assist in the periodic market data vendor due diligence review, tracking performance metrics and analysing data nuances.
• Configure and review the pricing hierarchy and derivative valuation setups in the valuation system, ensuring consistency with the client’s valuation policy.
• Perform UAT testing new valuation methodologies for new instrument types and provide feedback to quantitative development team.
• Generate new ideas, and challenge the status quo, taking ownership to improve efficiency within the valuations team and to help maintain a robust valuation control process.
• Degree in Finance or numerical discipline including financial derivative module; knowledge on Bloomberg would be an added advantage.
• Knowledge on financial instruments such as Bonds, Interest Rate Swaps, Equity options, FX options, Swaptions, etc.
• Understanding of applied mathematics in derivative products valuation.
• Organisational skills with ambition to see projects and deliverables through to completion.
• Ability to perform investigation of pricing discrepancies between various pricing sources
• Be skilled at prioritising, organising, and working on multiple clients/tasks.
• Possess excellent written and oral communication skills and ability to communicate complex valuation information to diverse audience.
• Ability to work to tight deadlines as part of a team.