Senior Controller, XVA Control
- Employer
- Gravitas Recruitment Group
- Location
- Singapore
- Salary
- Up to GBP0.00 per annum
- Closing date
- Jan 5, 2019
View more
- Job Function
- Accounting/Audit/Tax
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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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