Market Risk & Product Control - Multinational/PRC Bank (3+ headcounts)

Hong Kong
15 Oct 2018
23 Oct 2018
Contract type
Full time

Main Responsibilities:

  • 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.

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