Finance Valuation & Policy - VP/Associate

Finance Valuation & Policy - VP/Associate

Category

Middle Office / Product Control

Salary

13 - 18 M ¥

Work Type

Permanent

Date

2008-10-17

Location

Tokyo

Ref.#

STULL24538

Overview

VP/Associate in a top-tier US investment bank

Company Description

Top-tier US Investment Bank

Responsibilities

*Work with Front Office, Market Risk, Product Control, Business Management and the Model Review Group on valuation agenda
*Development and implementation of product valuation policies and fair value adjustment methodologies
*Liaise with CFO, IB-Control and Accounting Control to ensure proper valuation treatment as defined by accounting policies (multi-GAAP)
*Perform review and analysis on the reasonableness of valuation models and model parameters
*Engineering of price verification and valuation adjustment models
*Conduct periodic price verification and provision calculations
*Perform high level P&L analysis and P&L substantiation in terms of risk positions and market movements
*Perform valuation assessments and statistical analysis to determine the appropriate level of valuation adjustments
*Sustain a robust and consistent valuation control framework
*Participate in new product and business initiatives
*Active participation in model review and model implementation
*Produce monthly valuation summary and communicate with the Business, Product Control and CFO

Requirements

*Relevant experience of 5-6 yrs (e.g. Market Risk, Valuation Control or Product Control)
*Good technical understanding of interest rate and preferably credit products
*Control focus
*Good quantitative and analytical skills
*Good communication skills
*Effective in managing relationships
*Strong team player
*Strong leadership skills
*Results orientated with attention for the detail
*Strong desktop skills and proficient understanding of Excel and Visual Basic
*Preferably advanced quantitative degree (e.g. Mathematics, Financial Engineering or Finance)

Preferred Experience

*Front Office trading experience

Desired Traits

*Accounting qualification
*In-depth technical knowledge of interest rate and credit products

Description of Benefits

Social Insurance, Commutation Allowance

* Holidays: Paid Holidays

Additional Notes

* Reason for opening: Replacement

* Location: Tokyo

Job Closed