AD - Credit Valuations - BFSI

- Develop, enhance and perform Independent Price Verification and review existing valuation policies covering all credit products ( eg Loans, Bonds, CDS, ABS, CDOs, FTDs)

- Review and maintain a strong control environment by performing a thorough review of offshore production processes.

- Ability to price a large portfolio of fixed income assets in a timely and efficient manner, ability to develop alternative valuation and estimation techniques with limited market colour

- Calculation of fair value reserves, ensuring standardization, improvement of policies and automation of process's where possible.

- Analyse and report results to relevant stakeholders.

- Maintain and enhance internal controls.

- Deal with ad hoc valuation issues and new business approvals.

- Have expertise in understanding deal documents, market research and their application in IPV and reserve process.

- Engage with the Front Office, MRC (Market Risk Control), Credit Risk, product leads and onshore FAC

Candidate :

The ideal candidate will combine the following skill sets and or qualifications :

- Strong mathematical/analytical ability ideally with a degree in Finance, Math or Economics and strong relevant experience in credit valuations.

- Detailed understanding of Credit (Bonds, CDS, Loans, Options, Structured Credit products) IPV and reserving.

- Familiarity with derivative and interest rate instruments advantageous.

- Computing skills including strong Excel skills, (VBA - advantageous)

- Experience in using Bloomberg

- Strong communication and inter-personal skills in order to interact confidently with other stakeholders including onshore valuations/ Finance management, and the business.

- Attention to detail, strong team player, ability to multitask and work independently

- Have an understanding of IFRS accounting standards and the application of these in regards to Valuation processes.