Manager, Valuation (Financial Management)

Leadingnation; Hong Kong; On-site; HKD 800,000 - 1,200,000; Full time

Benefits offered by this job

Attractive remuneration package

Job summary

Leadingnation in Hong Kong is looking for an experienced candidate to establish and review financial valuation frameworks, aligned with regulations. Responsibilities include monitoring treasury products and participating in product development.

The ideal candidate should have a degree in a relevant field, at least 5 years of banking experience, strong programming skills, and knowledge of market risk models. The role requires proficiency in English, Cantonese, and Putonghua.

Attractive remuneration package offered to the right candidates.

Qualifications

• Minimum 5 years’ experience in banking or financial sector.
• FRM or CFA qualification is an advantage.
• Proficiency in English, Cantonese, and Putonghua is required.

Responsibilities

• Establish and review financial valuation framework and policies.
• Monitor and analyze the Bank’s treasury products.
• Participate in new product development process.

Skills

Financial Engineering

Programming skills

Market risk models

Pricing models

Knowledge of PDE and SDE

Education

Degree in Financial Engineering, Statistics, Mathematics, Risk Management or related

Tools

Summit

Murex

KRM

Bloomberg

Job description

Job Duties

• 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.

Requirements

• Degree holder or above with major in Financial Engineering, Statistics, Mathematics, Risk Management or related disciplines; FRM or CFA qualification is an advantage.
• Minimum 5 years’ relevant experience in banking or financial sector, with intensive knowledge on pricing models and market risk models for FX, IR and Credit products.
• Familiar with treasury platform/market risk system, such as Summit, Murex, KRM, Bloomberg.
• Strong programming skill is a must.
• Knowledge of Partial Differential Equation and Stochastic Differential Equation is a plus.

The above post requires proficiency in English, Cantonese and Putonghua.

We offer attractive remuneration package to the right candidates.