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Banking & Financial Services

Middle Office Valuations Specialist (SVP)

Job details

Location: Hong Kong
Job Type: Permanent
Discipline:
Reference: MOVS/WS230221
Posted: 2 days ago

Job description

I am looking for an individual to serve as Middle Office Valuations Specialist for my client, a leading global investment management firm.

 

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

 

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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