Section Head, Valuation (Financial Management)

Job Duties:

• Lead and guide a team of analysts to establish and review the financial valuation framework, related policies and procedures manuals in alignment with head office and local regulatory requirements.
• Managing daily operations on financial valuation, including valuation method and valuation models.
• Advise senior management and relevant business units on financial valuation related issues.
• Manage mark-to-market and revaluation on fixed income products, derivatives and other financial instruments.
• Participate in treasury and other banking systems implementation projects.
• Participate in new product development process.
• Implement IFRS9 hedge accounting and new hedge accounting strategies development.
• Implement CVA/DVA.

Requirements:

• Degree holder or above with major in Mathematics, Risk Management, Statistics, Financial Engineering or related disciplines, with FRM or CFA qualification is an advantage
• Minimum 10 years’ proven experience in risk management with exposure to Quantitative Analysis and/or Market Risk.
• Familiarity with valuation methods for diverse financial instruments.
• Sound knowledge and experience in Macro, VBA, SQL, VaR and related risk management tools.
• This role demands both technical leadership and operational excellence to drive team success.