Valuation Specialist

Valuation Specialist

Category

Credit / Market Risk

Salary

9-15 M ¥

Work Type

Permanent

Date

2008-06-27

Location

Tokyo

Ref.#

JMI20040

Company Description

This leading global investment bank has a strong and profitable private clients franchise. It has over 65,000 employees from 130 nations and offers financial services in more than 75 countries. A leader in Europe, the bank is continuously growing in North America, Asia, and key emerging markets.

Responsibilities

*Provision of timely, accurate valuations of securities to clients
*Setting up new valuation models
*Develop proficiency in using analytics software
*Understand models used to value complex products
*Manage production of valuations by smartsourced staff
*Liaise with traders regarding use of appropriate valuation models
*Respond to queries from Sales on client valuations
*Relate price movements to market conditions
*Valuation of structured products for collateral purposes
*Management of exceptions and issues
*Ensuring continued compliance with regulatory bodies

Requirements

*Degree/Masters in a numerate discipline (e.g. Mathematics, Physics, Engineering)
*Product knowledge (Rates, Credit, Equities)
*Knowledge of models underlying valuation of derivatives, structured products
*Quantitative aptitude
*Proactive, attention to detail/quality of work, takes responsibility
*Microsoft Excel
*Bloomberg, Reuters

Additional Notes

Remuneration:
*9.0 - 15.0 M JPY