eFinancialCareers

• Company

  Hays Specialist Recruitment Japan KK

• Location

  Japan-Tokyo

• Compensation

  Great bonus schemes

• Position Type

  Employee

• Employment type

  Full time

• Updated

  17 Nov 2008

• eFC Ref no

  461563

• Work in a dynamic team with great exposure to different products
• Interact daily with senior management in regional offices
• Have access to information from all departments and expand learning curve

You will be responsible for ensuring that valuations of traded contracts are accurate and correctly reported and is accountable for the price testing of those positions. The role involves daily liaison with Front Office Traders and Quantitative Analysts, as well as Risk Management. The focus of the Product Valuation Group is the specification of new processes, and to act as a consulting operation providing particular expertise to the Finance (including Product Control) area, and to facilitate interaction between Finance, Front Office and Risk Management.

• You will have a good first university degree, preferably in a quantitative area (e.g. economics, mathematics, science), is essential and also a strong post graduate qualification relating to quantitative finance.
• Demonstrate quantitative knowledge of pricing models, from a theoretical and practical angle, their relative characteristics, and their application to complex structured products.
• Must possess experience in the price testing and reserving of unobservable or illiquid valuation parameters, such as skew and correlation, and possess the necessary technical skills, e.g. Microsoft Excel, to prototype new processes.

Benefits

• Internal Mobility
• Great bonus schemes
• Chance to fast track career

For further information, please contact Guy Howard Associate Director of the Banking and Finance team.

dd: 03-3560-1193

email: guy.howard@hays.co.jp