Job Description: • Review exotic products such as cancellable swaps, FX Tarns and the valuation models • Understand the assumptions and limitations in the valuation models and propose new model valuation adjustments • Assist in independent price verification of correlation and equity volatilities • Automate month end activities • Participate in Bank's initiatives such as CVA, IBOR transition • Work closely with product controllers, market risk department and the front office to identify and resolve valuation related issues Qualifications
Job Requirements: · Strong financial product knowledge · Understanding of common valuation techniques, market data inputs and models · Good programming knowledge such as python or VBA
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