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.