You may also like
- Home
- Jobs
- Functions
- Risk Management Consultant
- Valuation Risk - AVP level
Valuation Risk - AVP level
Full-time
Posted
Job Description
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 - a MUST
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 redacted, apply via Jobable]
Employment Type | Full-time |
Education Level | None |
Language | English, Cantonese, Mandarin (Putonghua) |
Share the page
RandstadHuman Resources and Recruitment
Randstad was founded in 1960 by Dutch entrepreneurs and university students Frits Goldschmeding and Ger Daleboudt, who were both studying economics together at the time. Frits had written a thesis about the phenomenon of temporary work and was passionate about the benefits of additional but temporary staff during peak periods. From our humble beginnings (our first ever advertising flyers were created in Frits Goldschmeding's dorm room in his student house!) - the company has grown to become the world's second-largest HR service provider.
Randstad now operates in 39 countries, representing more that 90 percent of the global HR services market, and worldwide Randstad employs around 28,030 of its own staff, whilst 567,700 people are deployed in other companies every day through Randstad.
50 Connaught Road Central, 5th Floor, Agricultural Bank of China Tower
directions_walk8 mins walk from Central Station