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Senior Controller, XVA Control

Employer
Gravitas Recruitment Group
Location
Singapore
Salary
Up to GBP0.00 per annum
Closing date
Jan 5, 2019

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Job Function
Accounting/Audit/Tax
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors

Responsibilities

  • To assist in the development of the bank's xVA methodologies through Valuation Governance Group
  • To report to the Head of xVA Control
  • To oversee the enhancement of and support existing xVA Control processes BAU processes
  • To support the Manager (xVA Control) to assess, recommend and implement new xVA methodologies

Requirements

  • Knowledge of xVA concepts and industry practice and derivatives valuation particularly for IR and FX products
  • Knowledge of risk management theories such as portfolio hedging, Greeks and VaR
  • Knowledge of derivatives pricing, accounting policies and operation of accounting systems
  • CFA, CA or CPA, FRM preferred
  • University degree in related areas (Mathematics, Finance, Accounting etc.)

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