AVP, Pricing / Derivatives Valuation

Funds Partnership Asia
Singapore, Singapore
Aug 21, 2017
Aug 23, 2017
Job Function
Industry Sector
Finance - General
Employment Type
Full Time

Key responsibilities

  • Perform independent valuation of OTC derivatives by valuation models or third-party vendors
  • Evaluate the integrity of vendor supplied pricing data against market movements and alternative sources
  • Resolve price challenges by validating market data and reviewing pricing models
  • Input and maintain information on various valuation systems / databases.
  • Assist in projects on valuation process improvement.
  • Research on new OTC product types, vendor offerings and regulatory changes.

Key requirements

  • Bachelor's degree in Quantitative Finance, Statistics or other quantitative subjects
  • Proficient in Excel, programming experience in VBA is a plus
  • Basic understanding in OTC derivatives and asset pricing methodologies
  • Experience with Bloomberg, Markit and/or SuperDerivatives (ICE) will be an advantage
  • CFA/FRM qualification will be an advantage
  • Solid communication and problem-solving skills

Interested parties please send your resume in word format to Loretta Chan at  loretta@fundspartnership.com

Regrettably only shortlisted candidates will be contacted

EA License Number: 15C7420

Registration no: R1221107

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