Market / Valuation Risk Manager
Randstad Hong Kong Limited
- Company Industries：Human Resources Management/Consultancy
Job Information
- Post Date：2019-06-20
- Career Level：Middle
- Location：Others
- Qualification：Degree
- Salary：HK$45,000 - 55,000 /month (negotiable)
- Employment Type：Full Time, Permanent
- Job Function：Corporate Banking
- Benefits：http://www.randstad.com.hk
Job Description
Valuation Risk & Quantitative Risk Manager for Corporate Banking
about the company
Our client is a leading Corporate and Commercial Bank with a strong presence in Greater China.
about the job
- You will ensure the bank's valuation framework is fully compliant with internal policies/guidelines and external regulatory requirements.
- You will advise and assist senior management on reviewing valuation policy.
- You will perform pricing model validation.
- You will ensure pricing model and market data inputs are correctly applied to new products.
- You will develop and perform CVA calculation.
skills & experiences required.
- Degree holder in Financial Engineering / Quantitative Finance / Risk Management / Mathematics / Physics or relevant discipline
- At least 4-6 years of relevant working experience, including 2-3 years of experience in valuation, model validation, fair value adjustment at global banks
- Familiar with valuation techniques of standard FICC products, such as FX forward, NDF, FX vanilla/digital option, interest rate swap, cross currency swap, interest cap/floor and swaption
- Knowledge in industry trend of valuation adjustment including close-out cost, CVA, early termination and model risk etc.
- Experience in calculation of valuation adjustments of OTC derivatives is crucial
- Good system skills in operating Treasury systems, e.g. Murex, Bloomberg and Reuters are preferred
- Good interpersonal and communication skills in both English and Mandarin (both oral and written)
- Strong Chinese typing skills
To apply online, please click on the link below. Alternatively, for a confidential discussion please contact Lily Tu on + 852 2232 3472 or email: [email protected]
Company Info
Randstad is a global leader in the HR services industry, with Asia-Pacific operations in Singapore, Malaysia, Hong Kong, China, Australia and New Zealand. Our Hong Kong operations has been supporting people and organisations in realising their true potential, helping find the best permanent and contracting talent in accounting & finance, banking & financial services, business support, construction & property, engineering, human resources, technologies, sales, marketing & communications and supply chain & procurement.
Human connection is at the heart of our business. Our personal approach, supported by state-of-the-art technology, is what sets us apart in the world of work. We express this with a new brand promise: Human Forward.
Human connection is at the heart of our business. Our personal approach, supported by state-of-the-art technology, is what sets us apart in the world of work. We express this with a new brand promise: Human Forward.
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