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大手証券会社でのRates-FX Valuation Controller(Analyst/Associate)の求人

求人ID:151799

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転職求人情報

職種

Rates-FX Valuation Controller

ポジション

Analyst/Associate

おすすめ年齢

20代
30代
40代
50代以上

年収イメージ

年収イメージ:〜1000万円(経験・能力を考慮の上当社規定により決定)

仕事内容

The Valuation Control Group is broadly responsible for developing valuation and reserving standards and enforcing their adherence across various types of asset classes.
This position will involve working primarily with Rates and FX trading businesses. Products involved are mainly Cash, Futures, Interest Rate derivatives (Swaps, Swaptions etc), FX Spots and FX derivatives, the selected individual will join as an Associate and report into Japan Rates-FX Valuations team manager. He/she would also liaise closely with Rates Middle Office, Trading Desks, Audit and Risk functions primarily.
Candidates will be asked to demonstrate drive and enthusiasm for contributing to the increasingly international corporate culture and helping to drive through the Global strategy within Global Middle Office at our firm for a professional and high quality product control function.

【Responsibilities】
● Develop and run independent price validation (IPV) procedures that adhere to globally consistent standards
● Timely and accurate reporting of IPV results. Ensure completeness and quality
● Proactive communication with desk, finance colleague/management across regions
● Conduct model reviews and impact on valuations in conjunction with Risk Management
● Interact with accounting policy, audits and auditors regarding valuation issues
● Be responsible for valuation and critical accounting based disclosures

必要スキル

● At least 2 years of related experience in Rates-FX products areas, preferably in IPV functions
● Understanding of valuations and risks of derivative products
● Strong quantitative background (mathematics, physics or engineering, MSc or higher)
● CFA, CPA or FRM is a plus.
● Ability to work in a high pressure environment
● Team player who can contribute effectively and fundamentally to the team
● Individual must have strong communication skills for effective interaction with Finance, front office and operations colleagues. Japanese language ability is preferred.
● IT skills such as Python, VBA, SQL are preferred.

就業場所

就業形態

正社員

企業名

大手証券会社

企業概要

国内大手証券会社

企業PR

日本をベースとしたグローバル金融機関。インベストメント・バンキング、グローバル・マーケッツ、アセット・マネジメント、リテールビジネス等を行っています。

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