Manager, Valuation (Financial Management)

Bank of Communications Hong Kong Branch; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Bank of Communications (Hong Kong) Limited is seeking a senior financial valuation professional to establish and review valuation frameworks in line with head office and local regulations. The role involves daily valuation of treasury products, market data analysis, and pricing model validation.

The candidate will monitor FX, IR, bond, commodity, and credit products, support hedge accounting, implement CVA/DVA, and participate in system implementations and new product development.

Qualifications

• Degree holder in Financial Engineering, Statistics, Mathematics or Risk Management; FRM/CFA a plus.
• Minimum 5 years in banking/financial sector with pricing and market risk model knowledge for FX, IR, Credit.
• Familiar with treasury platforms/market risk systems like Summit, Murex, KRM, Bloomberg.
• Strong programming skills are a must; PDE/SDE knowledge is a plus.

Responsibilities

• Establish and review the financial valuation framework in line with head office and local regulations.
• Participate in daily valuation/fair value measurement and monitor treasury products (bond, FX, IR, commodity, credit).
• Perform daily valuation analysis using market data and pricing models; support hedge accounting development and CVA/DVA implementation.
• Participate in treasury and other banking system implementation projects and new product development.

Skills

Programming

Pricing models

Market risk models

Data analysis

PDE/SDE knowledge

Education

Degree in Financial Engineering/Statistics/Mathematics/Risk Management

Tools

Summit

Murex

KRM

Bloomberg

Job description

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, andperforming daily valuation analysis such asmarket 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, with FRM or CFA qualification is an advantage.

Minimum 5 years’ relevant experiences in banking or financial sector, with intensive knowledge on pricing model 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.

"Data held by the Bankrelating to employment applications will be kept confidential and used only for consideration of applications. The bank may alsorefer suitable applicants to other vacancies within the Group. All personal data of unsuccessful applicants will be destroyed after therecruitment exercise. A copy of Personal Information Collection Statement is available uponrequest."

Bank of Communications (Hong Kong) Limited（“Bank of Communications (Hong Kong)”）is a wholly owned subsidiary of Bank of Communications Co., Ltd., which provides personal banking, corporate banking and private banking services through 43 outlets, 4 business services centres and its private banking centre in Hong Kong.

With extensive network across the city, Bank of Communications (Hong Kong) has set up 37 wealth management service centres in its outlets that offer BComBEST customers a full range of professional banking services to address their needs at every life stage. Our business services centres work alongside enterprises to help facilitate the daily operation and explore business opportunities by providing integrated banking solutions. Bank of Communications (Hong Kong) serves premium private banking customers through a comprehensive array of personalised banking solutions. Customers can easily access to our integrated wealth management services no matter where they are.

Bank of Communications (Hong Kong) Limited（“Bank of Communications (Hong Kong)”）is a wholly owned subsidiary of Bank of Communications Co., Ltd., which provides personal banking, corporate banking and private banking services through 43 outlets, 4 business services centres and its private banking centre in Hong Kong.

With extensive network across the city, Bank of Communications (Hong Kong) has set up 37 wealth management service centres in its outlets that offer BComBEST customers a full range of professional banking services to address their needs at every life stage. Our business services centres work alongside enterprises to help facilitate the daily operation and explore business opportunities by providing integrated banking solutions. Bank of Communications (Hong Kong) serves premium private banking customers through a comprehensive array of personalised banking solutions. Customers can easily access to our integrated wealth management services no matter where they are.

Sheung Wan, Central and Western District, HK