hedge fund valuation specialist in Hong Kong

posted
contact
charlotte cheng, randstad hong kong
job type
permanent
salary
HK$ 350,000 - HK$ 490,000 per year

job details

posted
location
hong kong
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
HK$ 350,000 - HK$ 490,000 per year
experience
5 years
reference number
91M0136302_1568630183
contact
charlotte cheng, randstad hong kong

job description

about the company.

Our client is a Top Tier MNC Hedge Fund with strong focus on Long/Short and Macro. Due to the expansion in APAC, they are looking for a valuation specialist to join their team to look after the PnL and Murex valuation models.

about the team.
You will be joining the team of high caliber elites with strong market sense and communication skills. Reporting to the Global head of valuations, you are expected to be fluent in English, excel at Hedge fund products such as derivatives, rate and FX. Previous solid experience in Murex system is a must.
about the job.
- Responsible for Murex valuation models and monitor valuation regarding financial products specifically in derivatives space i.e. Rates, FX derivatives and other derivatives
- Handle price testing anlaysis and provide valuation supports
- Manage market data inputs into the Murex valuation models (FX curves, Interest Rate curves, volatility surfaces, and etc.) with compliance of the group policy
- Perform PnL checks and address issues relevant to PnL and Valuation
- Liaise with various parties from front to back office
- Assist in the streamlining for Murex system and valuation setup for new products
skills & experiences required.
- Minimum of 3 years experience in valuation on rate and FX derivatives and other derivatives
- Murex experience is a must
- Quantitative or Finance background. Master's degree in Financial Engineering or mathematical finance is a plus
- Knowledge of hedge fund product is preferred
- Excellent interpersonal, presentation skills and independent
- Strong Excel skills such as pivot tables and Vlookups. Experience in VBA will be a plus
For interested parties, CLICK HERE to apply or send your updated profile to charlotte.cheng@randstad.com.hk or reach Charlotte CHENG at +852 2232 3463.

skills

Murex, rate, FX, Derivatives, PnL, product control, valuation, interest rate, bloomberg, pricing, pivot table, vlookups, vba

qualification

Quantitative or Finance or Financial Engineering or mathematical finance

educational requirements

Bachelor Degree