Market Risk & Product Control - Multinational/PRC Bank (3+ headcounts)
- Monitor bank's valuation framework and make sure of its compliance with internal and external guidelines and regulations
- Independent monitoring of market risk exposure
- Work closely with senior management to review/draft valuation policy
- Perform daily valuation and measure daily PnL for all Treasury products
- Assist in liquidity risk and interest rate risk reporting, and the validation of pricing models
- Update and interpret monthly valuation adjustment statistics to internal/external parties
- Timely capture valuation uncertainty and perform CVA calculation, market risk and counterparty credit risk management accordingly
- Degree in Financial Engineering / Quantitative Finance / Risk Management / Mathematics / Physics or equivalent
- Minimum 6 years of hands-on experience in valuation, model validation, fair value adjustment at global banks.
- Solid knowledge of treasury products
- Hands-on experience in calculating valuation adjustments of OTC derivatives is a must
- Programming skills in Excel VBA is a must.
- Good system skills in operating Treasury systems, e.g. Murex, Bloomberg and Reuters is a plus
- Good interpersonal and communication skills in both English and Chinese (spoken and written).
- Fluency in typing Chinese is a Must.
- deadline-driven and detail-minded
- Flexible with ad hoc tasks and enjoy working in a dynamic working environment.