Financial Instruments Valuation Services - Senior Associate

Scrubbed; San Fernando; On-site; PHP 600,000 - 1,200,000; Full time

Job summary

Scrubbed is seeking a Senior Associate to support the building of derivatives and complex product models and conduct valuations according to best practices. You will work with a Supervisor/Manager to communicate results to stakeholders and prepare valuation reports detailing scope, methodology, assumptions, findings, and conclusions.

In this role you will perform engagements involving fair value of complex instruments (options, convertibles, CDS) using Black-Scholes, lattice, and Monte Carlo

Qualifications

• At least 2 years of relevant experience in derivative valuation, market risk, model development and/or model validation.
• Big 4 background or valuation services experience from advisory or consulting firms.
• Advanced Microsoft Excel and VBA skills.
• Strong knowledge of complex derivative and structured products (e.g. options, convertibles, CDS) and their modeling approach.
• Practical knowledge of Black-Scholes, Lattice models, Monte Carlo simulation and other valuation tools and techniques.
• Must be comfortable working with foreign clients.
• Must possess excellent business writing and speaking skills.
• Must be a self-starter and proactive in advancing personal learning to handle complicated and multiple valuation engagements.
• Completion of a CFA/FRM or CPA designation is a plus.

Responsibilities

• Perform valuation engagements relating to the fair value of a variety of complex financial instruments using option pricing, equity, FX and interest rate models.
• Build and prepare technical based analysis such as projections, forecasts and/or models in Excel.
• Conduct market research into valuation methods and best practices, market trends and technical topics.
• Learn and become knowledgeable of applicable accounting standards pertaining to various valuation issues.
• Maintain positive, productive, and professional relationships with client personnel and colleagues.

Skills

Derivative valuation

Excel VBA

Structured products

Black-Scholes

Monte Carlo

Client communication

Self-starter

Education

CFA/FRM/CPA designation

Tools

Excel

VBA

Job description

We are looking for a Senior Associate who will support in building derivatives and complex products models and carrying out the valuations according to best practices. Together with a Supervisor/Manager, you will communicate valuation results to stakeholders, and prepare valuation reports that detail the scope, methodology, assumptions, findings, and conclusions.

Responsibilities

• Perform valuation engagements relating to the fair value of a variety of complex financial instruments using option pricing, equity, FX and interest rate models.


• Build and prepare technical based analysis such as projections, forecasts and/or models in Excel.


• Conduct market research into valuation methods and best practices, market trends and technical topics.


• Learn and become knowledgeable of applicable accounting standards pertaining to various valuation issues.


• Maintain positive, productive, and professional relationships with client personnel and colleagues.

Qualifications

• At least 2 years of relevant experience in derivative valuation, market risk, model development and/or model validation.


• Big 4 accounting firm background or valuation services experience from advisory or consulting firms.


• Advanced Microsoft Excel and VBA skills.


• Strong knowledge of complex derivative and structured products (e.g. options, convertibles, CDS, etc.) and their modeling approach.


• Practical knowledge of Black-Scholes, Lattice models, Monte Carlo simulation and other valuation tools and techniques.


• Must be comfortable working with foreign clients.


• Must possess excellent business writing and speaking skills.


• Must be a self-starter and proactive in advancing personal learning to handle complicated and multiple valuation engagements.


• Completion of a Certified Financial Analyst (CFA), Financial Risk Manager (FRM) or Chartered Professional Accountant (CPA) designation is a plus.