Financial Instruments Valuation Services - Senior Associate

Scrubbed; San Fernando; Hybride; PHP 800 000 - 1 200 000; Plein temps

Résumé du poste

Scrubbed is seeking a Senior Associate to support the valuation of complex financial instruments, building models and communicating results to stakeholders. You will prepare valuation reports detailing scope, methodology, assumptions, findings and conclusions, collaborating with a Supervisor/Manager.

Ideal candidates have at least 2 years in derivative valuation or related fields, with strong Excel/VBA skills and a background in Big 4 or valuation advisory environments.

Qualifications

• Minimum 2 years in derivative valuation or related fields.
• Experience with Black-Scholes, Monte Carlo, CDS, and other valuation tools.
• Big 4 or valuation advisory background preferred.

Responsabilités

• Perform valuation engagements relating to the fair value of complex financial instruments using option pricing, equity, FX and interest rate models.
• Build and prepare technical analyses such as projections, forecasts and models in Excel.
• Conduct market research into valuation methods, market trends and best practices.

Connaissances

Derivative valuation

Excel VBA

Stakeholder communication

Self-starter

Formation

CFA/FRM/CPA designation (plus)

Outils

Excel

VBA

Monte Carlo methods

Black-Scholes

Lattice models

Description du poste

Financial Instruments Valuation Services - Senior Associate

Day Shift - Hybrid
Professional Firms Support Services and Specialized Teams, 1 Open position

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.