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Job Description
Structured overview of role & requirementsAbout This Role
Perform daily valuations and address pricing challenges for client portfolios in Asia-Pacific structured derivatives markets.
Drive development and execution of the regional valuations business plan and support on-boarding of customers.
Implement and test pricing models for non-standard instruments and provide quantitative expertise to clients and analysts.
Minimum Requirements
2-3 years of experience in structured derivatives markets (e.g., trading, quant, sales structuring, risk analysis, model validation, product control, collateral or valuations analysis).
Strong knowledge of financial derivatives instruments and valuation models underlying structured derivatives.
Proficiency in Excel/VBA, SQL, Python or similar programming for pricing model prototyping and testing.
CFA or FRM completed or appearing preferred.
Ideal Candidate Profile
Quantitative and commercially-minded professional with experience working alongside sales and product teams in a client-facing role.
Comfortable handling complex quantitative queries and developing valuation models for exotic derivative products.
Experienced in dynamic market environments requiring coordination between local and global teams for business growth.