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

  • Competitive
  • Hong Kong
  • CDI, Plein-temps
  • Hamlyn Williams
  • 15 oct. 18

Multiple headcounts for market risk & treasury product control professionals!!! Less experienced candidates will be considered for Manager or Project Manager positions. My clients are offering competitive basic salary, good job stability, and organic growth potential for experts in market risk valuation & product control. They are one of the leading multinational banks in APAC region and one of the reputable and steadily expanding Chinese corporate banks in HK. Interested parties can directly email an updated CV to j.wang@hamlynwilliams.com

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

 

Requirements:

  • 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.