Valuation & Risk Modeling Manager

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

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.