Key Responsibilities:  - You will be responsible for valuation, preparation and analysis of Vanilla, structured and exotic products and their PnLs   - Liaise with Trading, Financial Markets quantitative developers and Valuation Control analysts, to ensure speedy review and validation of new models and methodologies.   - Providing timely information to the relevant valuation control teams in Singapore on the impacts to their books.  - Calculation and analysis of reserves and supports the development and implementation of new reserving methodologies.   - Production of monthly pack which clearly states the over or undervaluation as compared to Front office.   - Ensure all trades are marked to fair value.   - Escalate pricing issues, valuation parameters or instrument types that may require particular attention with critical analysis of the risks involved.  - Implement and execute best practice valuation techniques.   Selection Criteria:  - Educated to at least an MSc in mathematics, physics or engineering in top tier institutes.   - Min 4+ years of experience in Valuations and Pricing in an Investment Bank.  - Strong analytical and quantitative skills and knowledge of stochastic calculus, Monte Carlo simulations and PDE modeling, with good understanding of financial modeling preferred.  - Strong Microsoft Excel and Access database skills and experience with a functional programming language would be given preference.   - Relevant experience in valuation control or model validation function is desirable.   - Knowledge of international accounting standards (IAS) and Regulatory rules are advantageous.  - Outstanding interpersonal and communication skills to handle various levels of internal and external stake holders.

Chennai

Standard Chartered - Quantitative/Valuation Analyst 

Standard Chartered - Quantitative/Valuation Analyst  ,Job Description for Standard Chartered - Quantitative/Valuation Analyst  in Scope International in  Chennai for (3-10) years of experience. Apply Now!

Job Description for Standard Chartered - Quantitative/Valuation Analyst  in Scope International in  Chennai for (3-10) years of experience. Apply Now!