Treasury Valuation, Market Risk Manager (Banking, Pricing, Up to 50K)

Job Description

Our client, a licensed bank incorporated in Hong Kong, is seeking a Manager, Valuation (Financial Management) with strong programming skills and banking experience in FX/IR/Credit pricing models to support their team. Responsibilities: • Responsible for establishing and reviewing the financial valuation framework, related policies and procedures manuals in alignment with head office and local regulatory requirements. • Participate in daily operations on valuation/fair value measurement. • Monitoring the Bank’s treasury products, including bond, FX, IR, commodity and credit products, and performing daily valuation analysis such as market data, pricing model etc. • Participate in daily operation and development on hedge accounting . • Implement CVA/DVA • Participate in treasury and other banking systems implementation projects. • Participate in new product development process. Show More