Global European bank seeks two valuations analysts to be based in the Asian Pacific region to join the existing nine person team (at VP level)…Global European bank seeks two valuations analysts to be based in the Asian Pacific region to join the existing nine person team (at VP level) carrying out independent valuation of an assortment of structured and derivative products including MBS / ABS, CDOs, single and multi name credit derivatives and other structured products. Reporting to the Global Head of Product Control, this is an outstanding opportunity to join a dynamic and fast-paced group with top potential for future career progression.
The successful candidates will have excellent academic backgrounds, preferably to PhD or Doctorate level in a highly quantitative subject. It is essential that you have familiarity valuing complex products including Asset Backed Securities (ABS), Mortgage Backed Securities (MBS), Collateralized Debt Obligations (CDO), and credit derivatives; experience devising ad hoc models to value illiquid and complex assets, and that you have a proven track record collaborating with trading and quantitative risk modeling groups to evaluate models and strategies to hedge derivative instruments. Your experience should be complemented by an advanced technical understanding of several programming languages inclusive of VBA – and it is imperative that you possess top communicative skills and the ability to succeed as part of a team.
To apply, or for further information, please contact quantexotic@selbyjennings.com – call on +44 207 019 4137 or visit www.selbyjennings.com
Type: Full-time
Location: Singapore
Category: Quantitative Analysis Jobs
Apply Email: quantexotic@selbyjennings.com
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