Vice President - Fixed Income Valuation

Tokyo  |  ¥20,000,000  |  Permanent

Published 22/07/2010

• Fast paced and challenging role
• Strong focus on career development

About Our Client
One of the worlds largest financial services firms with operations in over 50 countries, in excess of 100,000 employees and over US $1 trillion in assets under supervision.

Job Description

Finance Valuation & Policy (FVP) is an independent group within Finance whose primary responsibility is to ensure that the firm's risk portfolios are fairly valued. The group sets independent pricing and reserve policies.

Primary Responsibilities

• Work with Front Office, Market Risk, Product Control, Business Management, Quantitative Research and the Model Review Group on agenda in valuation control.
• Development and implementation of product valuation policies and fair value adjustment methodologies
• Liaise with CFO, IB-Control and Accounting Control to ensure proper valuation treatment as defined by accounting policies (multi-GAAP)
• Perform review and analysis on the reasonableness of valuation models and model parameters
• Engineering of price verification and valuation adjustment models
• Conduct periodic price verification and provision calculations
• Perform high level P&L analysis and P&L substantiation in terms of risk positions and market movements
• Perform valuation assessments and statistical analysis to determine the appropriate level of valuation adjustments
• Sustain a robust and consistent valuation control framework
• Participate in new product and business initiatives
• Active participation in model review and model implementation

The Successful Applicant

• Minimum 5 yrs of relevant experience (e.g. Market Risk, Valuation Control or Product Control).
• Good technical understanding of interest rate and credit products. ·
• Good quantitative and analytical skills.
• Good communication skills & effective in managing relationships
• Team player with strong leadership skills
• Results orientated with attention for the detail
• Native level Japanese language skills and good written & verbal knowledge of English

What's On Offer

• Creative, fun and stimulating company
• Open, dynamic and entrepreneurial workplace
• Equal opportunity employer

Apply for this job
Apply online using the form below or phone Jordan McCown on + 81 3 5733 7166 quoting jobref H591080

マイケル・ペイジ・インターナショナルでは、貴方のキャリアを最大限に活かし、外資系企業にて活躍できる魅力的な転職案件をご紹介いたします。

• 
•