Associate manager, Valuation Control - Methodology
Key Roles & Responsibilities
- Design and implement solutions to optimize the model related fair and prudent valuation adjustment processes.
- Design and implement solutions to gather and aggregate data from multiple sources into a ordered
- Document the related IT policies and procedures.
- Improve the efficiency of the calculation processes and reduce code maintenance overheads.
- Work with the individual VC asset groups to understand their requirements.
- Undertake continuous improvement of the current systems and Infrastructure.
- Ad hoc projects.
Qualifications & Skills
- Work related experience using a functional language (such as Haskell, Scala, Clojure, F#, OCaml etc).
- Alternatively strong interest on functional programming will also be considered
- The ability to write efficient, clear code and to articulate what has been implemented and why is essential.
- Rapid application development style of work experience is desirable
- Knowledge of market data in financial markets is desirable.
- Understanding of derivative valuation modeling is also desirable.
- Excellent interpersonal skills, with the ability to communicate at all levels both written and verbally.