Manager, Valuation (Financial Management)

Job Duties:

• Responsible for establishing and reviewing the financial valuation framework, related policies and procedures manuals in alignment with head office and local regulatory requirements.
• Participate in daily operations on valuation/fair value measurement.
• Monitoring the Bank’s treasury products, including bond, FX, IR, commodity and credit products, and performing daily valuation analysis such as market data, pricing model etc.
• Participate in daily operation and development on hedge accounting .
• Implement CVA/DVA.
• Participate in treasury and other banking systems implementation projects.
• Participate in new product development process.

Requirements:

• Degree holder or above with major in Financial Engineering, Statistics, Mathematics, Risk Management or related disciplines, with FRM or CFA qualification is an advantage.
• Minimum 5 years’ relevant experiences in banking or financial sector, with intensive knowledge on pricing model and market risk models for FX, IR and Credit products.
• Familiar with treasury platform/market risk system, such as Summit, Murex, KRM, Bloomberg.
• Strong programming skill is a must.
• Knowledge of Partial Differential Equation and Stochastic Differential Equation is a plus.

"Data held by the Bank relating to employment applications will be kept confidential and used only for consideration of applications. The bank may also refer suitable applicants to other vacancies within the Group. All personal data of unsuccessful applicants will be destroyed after the recruitment exercise. A copy of Personal Information Collection Statement is available upon request."