RISK MFI Valuation Methodology Analyst

Role Overview

We are seeking a motivated and analytically strong professional to join our Risk Valuation Methodology team. This role focuses on the validation and governance of pricing models and valuation adjustments across Global Markets trading activities in the APAC region. The ideal candidate will bring a blend of quantitative understanding and critical thinking, with the ability to assess model use and limitations rather than develop them.

What does the role involve?

Valuation Methodology & Adjustments

• Own and maintain methodologies for Fair Value Reserves (FVR), Prudent Valuation Adjustments (PVA), and Methodology Corrections (MC).
• Design, document, and review valuation methodologies in line with internal policies and regulatory expectations.
• Calibrate valuation adjustments and ensure appropriate data sources and assumptions are used.
• Represent valuation methodology topics in internal committees and with external stakeholders.

Independent Price Verification (IPV)

• Oversee IPV processes and methodologies, particularly for products and controls specific to the APAC region.
• Monitor and coordinate IPV controls not yet transitioned to centralized teams due to complexity or specificity.

Model Governance

• Conduct initial and periodic reviews of valuation models as per internal policies.
• Maintain documentation and support model-related valuation adjustments.
• Liaise with Quantitative Research teams to ensure model appropriateness and alignment with valuation practices.

Reporting & Analysis

• Manage month-end and quarter-end valuation adjustment processes.
• Analyze and explain valuation adjustment movements to stakeholders.
• Provide insights into market developments affecting valuation uncertainty, liquidity, or observability.

What experience do you need?

• Master's degree or higher in a quantitative discipline (e.g., Statistics, Mathematics, Economics).
• Academic exposure to quantitative finance topics such as stochastic calculus and derivatives pricing.
• Example programs: MSc in Quantitative Finance and FinTech (e.g., HK Polytechnic or equivalent).
• Strong analytical and critical thinking skills; ability to assess model limitations and appropriateness.
• Excellent communication and collaboration skills; able to engage with stakeholders across functions.
• Not purely quantitative - must demonstrate sound judgment and business understanding.
• Proficiency in Excel and familiarity with valuation tools; coding is not required but a plus.

What next?

For more information please send across your CV or apply directly to this advert.