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Financial Instruments Valuation Services - Senior Associate

Financial Instruments Valuation Services - Senior Associate

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  • Posted 21 hours ago
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Job Description

Day Shift - Hybrid

Professional Firms Support Services and Specialized Teams, 1 Open position

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.

More Info

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Key Skills

Advanced Microsoft Excel

Interest rate models

Lattice models

About Company

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2-4 yrs
Philippines, San Fernando, Central Luzon
Skills:
Vba, Advanced Microsoft Excel, Market risk model development, model validation, Lattice models, monte carlo simulation, Derivative valuation