Senior Associate, Derivatives Valuation (Hybrid)

Scrubbed; San Fernando; Hybrid; PHP 800,000 - 1,200,000; Full time

Job summary

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.

Responsibilities

• 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.

Skills

Derivative valuation

Excel VBA

Stakeholder communication

Self-starter

Education

CFA/FRM/CPA designation (plus)

Tools

Excel

VBA

Monte Carlo methods

Black-Scholes

Lattice models

Job description

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.