AVP/VP, Pricing & Valuation

  • Competitive
  • Singapore Singapore Singapore SG
  • Permanent, Full time
  • GIC Private Limited
  • 16 Aug 18 2018-08-16

We are one of the largest investment management organizations in the world, with over 1000 people working together to create long-term value.

Investment Services Public Markets, or ISPM, is an integrated team that provides investment service support for public market investment activities strategically and tactically.  The team is responsible for business management functions for all public market investment strategy groups, as well as GIC’s global trade operations, custody control and asset servicing such as income entitlements, mergers and acquisitions and other corporate events of our underlying investments, futures and derivative operations, collateral management, pricing and rates, market data and rebalancing operations.   The coverage extends across a spectrum of products such as equities, bonds, money market, foreign exchange, futures, collateralized securities and other derivatives.
 
ISPM is looking for a suitable candidate for an AVP/VP position in the Pricing, Index and Rates Data team. The team is primarily responsible for providing independent, timely and high quality pricing, index and rates data for marking to market of all GIC Public Market investments.  The data is used to facilitate trading, security valuation, portfolio performance measurement, risk monitoring and collateral management.

 

 
Responsibilities

 
•Provide independent valuation oversight and analysis for a full spectrum of public market securities.
•Handle analysis of valuation-related information for suspended securities or securities without readily observable market prices.
•Review and develop valuation methodologies/models for complex derivative products
•Recommend and implement processes and controls in the support of the new products or markets.
•Ensure that our valuation practices are consistent and in adherence to the Fair Valuation Policy.
•Monitor market developments/news and translate them into impact to our valuation approach, methodologies and operations.
•Identify and initiate projects/process changes that aid in improving the accuracy and efficiency of the valuation process.

 

Requirements

•Strong academic background in Mathematics, Economics, Accounting, Financial Engineering, Statistics or a related field from an accredited university
•At least 5 years of experience in valuations, particularly in structured or over-the-counter products.
•Good knowledge of the diverse valuation models available from data vendors and other software applications.
•Strong team player with excellent interpersonal, communication and analytical skills.
•Keen to learn and take on new challenges in a dynamic and in a fast-paced work environment.