AVP, Risk Management (Valuation Control)

Location
Hong Kong
Salary
Negotiable
Posted
12 Oct 2018
Closes
21 Oct 2018
Ref
4221535
Contract type
Permanent
Hours
Full time

Responsibilites:

  • Implement and perform Independent price verification ('IPV') and other valuation control processes for trading products under Equity Derivatives, Fix Income and Structured Products business;
  • Perform regular and/or ad-hoc assessments across different risk measurements (market risk, credit risk typically counterparty credit risk) on above business lines;
  • Work with the Risk teams and Front office to interpret valuation. Assist in ad-hoc valuation control projects, e.g. risk measurements over PFE, stress testing, market data compilation;
  • Assist in IPV policy governance, design, and writing up procedural documents, identify best practices;
  • Perform monthly valuation reporting including Bid-Ask adjustment;
  • Support Senior Risk Controllers in ad-hoc and time-sensitive requests; and
  • Maintain strong relationships with the Business, Risk and Finance.

Requirement:

  • Minimum 6 years of working experience in IPV, valuation control or risk management functions
  • Bachelor's Degree in Business, Risk, or Finance
  • Valuation knowledge on various Trading products. Knowledge and understanding of options basics (Pricing/Models, Greeks, P&L effects)
  • Familiarity with valuation control procedures. Attention to detail, keen eye for potential control deficiencies and desire/ability to rectify
  • Technical Skills (Cash Flow Tools, Working with Valuation Control Technology, Excel, etc.)
  • Strong analytical and quantitative skills with the ability to observe and interpret
  • Knowledge of Bloomberg
  • Ability to work with tight recurring deadlines ( month end, quarter end, year end, audit)
  • Teamwork oriented, ability to work across management hierarchy
  • Strong verbal and written communications skills

Please apply in strict confidence with full resume, academic record, current and expected salaries.

(The personal data provided will be used for consideration of recruitment only. All personal data of unsuccessful candidatee will be destroyed within six months.)

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