• Competitive
  • Singapour, Singapore
  • CDI, Plein-temps
  • OCBC Bank
  • 19 nov. 17

Valuation Control Senior Analyst

Valuation Control Senior Analyst

Job Description:
The Valuation Control (VC) Team is part of the Treasury Financial Control department, which falls under the Group Finance Division in the Bank. The main tasks of the VC Team include formulation and reviewing of valuation adjustment policies and methodologies as well as performing independent price verification processes.
The successful candidate will be joining the VC team mainly responsible for formulating and implementing new valuation adjustments methodologies and involving in process improvement. The individual will also work closely with Front Office, Market Risk and Product Control teams on valuation, model and market data related tasks and issues.
Key Responsibilities
  • Formulate and implement new valuation adjustments methodologies
  • Calculate monthly valuation adjustments to ensure that financial instruments are correctly fair valued in accordance with applicable accounting standards and regulatory requirements
  • Work closely with product controllers, market risk department and the front office to identify and resolve valuation related issues
  • Identify potential valuation issues in the new product approval process and recommend/implement valuation adjustments where appropriate


Qualifications
Requirements
  • Good University degree in finance, mathematics or other engineering disciplines preferable
  • Strong financial product knowledge
  • Understanding of accounting standards on fair value reporting for derivatives
  • Knowledge of OIS discounting, CVA/DVA/FVA, financial models is desirable
  • Strong Excel/VBA skills
  • Experience with Murex is a bonus
  • Good interpersonal and communication skills
  • Able to manage time and work priorities efficiently and effectively
  • Attention to detail and strong process improvement capabilities
*LI-ML