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Bank - Valuation Manager (up to 70K, renewable contract)

  • Location:

    Hong Kong

  • Sector:

    Accountancy & Finance

  • Job type:

    Temporary

  • Salary:

    Negotiable

  • Contact:

    Chloe Chan

  • Contact email:

    Chloe.Chan@oliverjames.com

  • Job ref:

    JOB-072021-146285_1629184711

  • Published:

    ongeveer een maand geleden

  • Expiry date:

    2021-09-16

.

Principal responsibilities
* Perform valuation adjustments (Fair Value and Prudent Value Adjustments, Independent Price Verification etc) in accordance with global valuation guidelines for all businesses in Hong Kong
* Ensure Valuation FIM requirements and other applicable accounting / regulatory standards are met
* Enhance existing framework by continuous review of current processes
* Maintain focus on process optimization and identify opportunities to enhance cost efficiency where possible (e.g. automation, outsourcing, centralization etc.)
* Ensure proper documentation is created for our processes
* Plan and drive the execution of projects with a Product Control perspective
* Meet ad-hoc requests from trading, senior management and other stake-holders
* Ensure good communication and develop strong relationship with Trading, Independent Model Review, Market Risk Management, PC Analytics and Development and Consensus providers such as Totem
* Work effectively alongside the Business Leads and other Fixed Income valuation teams located in London, Paris, Krakow and New York
* Liaising with Internal/External audit and regulators where necessary

Requirements
* Higher Degree with a strong numerical and quantitative background (e.g. Mathematics, Financial engineering or similar)
* Minimum of 4 years' experience in Valuation Control / Product Control / Market Risk is preferred
* Good understanding of vanilla and complex derivatives products, market risks, pricing parameters (including market data) and Valuation framework
* Good appreciation of regulatory guidelines, rules, & requirements
* Strong IT skills required, including experience with VBA, SQL, Python, MS Excel and MS Access
* Great interpersonal skills, including the ability to articulate key quantitative issues in an understandable way
* Ability to drive change including changing processes and executing projects successfully
* Excellent written English and oral communication skills

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