AVP/VP Eq Derivatives Valuations Controller
Category | Credit / Market Risk | Salary | 10 - 17 M¥ |
Work Type | Permanent | Date | 2010-10-19 |
Location | Tokyo | Ref.# | HTO 2942584 |
Overview
Work in a growing team!
Company Description
Global securities house
Responsibilities
* Reviewing and approving model documents as a part of model control process
* Summarising models to tailor for Product Control\'s needs in price testing and deal reviews
* Developing and Improving mark review methods of all model parameters
* Work closely with front office, middle office, internal audit and external regulators
Requirements
* +5 years of experience within a product control/valuations environment with exposure to equity derivatives
* Good knowledge of modeling, price testing and valuations issues
* Native level Japanese with business level English
Preferred Experience
* Re-engineering and project experience
Desired Traits
* Proactive, quick learner, self-starter, team player
Description of Benefits
Social Insurance, Commutation Allowance
* Holidays: Paid Holidays
Additional Notes
AVP/VP Eq Derivatives Valuations Controller