Financial Instruments Valuation Services - Senior Associate

We are looking for a Senior Associate who will support in building derivatives and complex products models and carrying out the valuations according to best practices. Together with a Supervisor/Manager, you will communicate valuation results to stakeholders, and prepare valuation reports that detail the scope, methodology, assumptions, findings, and conclusions.

Responsibilities

• Perform valuation engagements relating to the fair value of a variety of complex financial instruments using option pricing, equity, FX and interest rate models.
• Build and prepare technical based analysis such as projections, forecasts and/or models in Excel.
• Conduct market research into valuation methods and best practices, market trends and technical topics.
• Learn and become knowledgeable of applicable accounting standards pertaining to various valuation issues.
• Maintain positive, productive, and professional relationships with client personnel and colleagues.
  
  

Qualifications

• At least 2 years of relevant experience in derivative valuation, market risk, model development and/or model validation.
• Big 4 accounting firm background or valuation services experience from advisory or consulting firms.
• Advanced Microsoft Excel and VBA skills.
• Strong knowledge of complex derivative and structured products (e.g. options, convertibles, CDS, etc.) and their modeling approach.
• Practical knowledge of Black-Scholes, Lattice models, Monte Carlo simulation and other valuation tools and techniques.
• Must be comfortable working with foreign clients.
• Must possess excellent business writing and speaking skills.
• Must be a self-starter and proactive in advancing personal learning to handle complicated and multiple valuation engagements.
• Completion of a Certified Financial Analyst (CFA), Financial Risk Manager (FRM) or Chartered Professional Accountant (CPA) designation is a plus.