Equity Derivatives Valuations (VP/Dir)

Job description

I am looking for an individual to serve as Equity Derivatives Valuations (VP/Dir) for my client, a leading global multi strategy hedge fund.

He/She will help to build out the internal system infrastructure, focusing on the pricing and valuation of equity volatility products. He/She will also be involved in the setup of new products, verification of pricing models, as well as the observation and analysis of P&L.

Key Responsibilities:              

• Valuations – Configure internal systems for the proper valuations of equity derivative products and sourcing/analysis of related market data
• Pricing – Responsible for maintaining, monitoring and establishing new procedures and controls to support the intra-day and end of day pricing of these products within the firm
• Resolve pricing, position, technology, risk and security setup related issues

Key Requirements:                                          

• >7 years of relevant operational and valuations experience in Financial Services
• Solid knowledge of Equity Options pricing models, standard volatility configurations and interpolation and extrapolation settings
• Solid Knowledge of Options Greek P&L attribution
• Experience marking and/or product control (IPV) of equity volatility curves and products

If you are interested in finding out more about this career opportunity, please email your resume to Wanny Soh, wanny.soh@charterhouse.com.hk Web: www.charterhouse.com.hk

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