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Manage valuation models used for Rates and FX derivatives, and other derivatives.
Perform price testing analysis with 3rd party vendors' prices and brokers' prices. Maintain the valuation supports as an evidence that investment valuation is accurate. Real time Valuation or PnL checks and address any Valuation and PnL issue ad-hoc basis.
Control market data inputs into the valuation models in Murex and ensure valuation process is in compliance with Point72 valuation policy.
Work closely with portfolio managers, risk team, and other supporting teams about pricing, valuation, PnL, and valuation models in Murex.
Work closely with Murex IT Support and Developer to implement valuation setup for new products and streamline the valuation process.
Bachelors or Masters degree in Financial Engineering, Mathematics, Finance, Economics, or relevant.
2-5 years valuation experience in Rates and FX derivatives
Self-starter, self-learning individual, demonstrate a strong desire and abaility to learn on the job.
Strong interest in financial markets and understanding of complex products.
Sound analytical and interpersonal skills, effective communication and presentations skills.
Microsoft Office, in particular Excel, good coding skills in VBA and/or Python.
Murex system experience is a plus
To apply, please kindly send your CV to Nicky (email@example.com). Thanks.