Manager, Valuation (Financial Management)
| Job ref no. | AH-1244-T |
| Job level | Top |
| Work experience | |
| Education | Bachelor Degree |
| Location | Hong Kong Island |
| Employment type | Full Time |
| Benifits | |
| Industry | Banking |
| Job function | Accounting |
| Post on | 2026-07-27 |
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, 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.