Manager, Valuation Control Equities | Global Bank Manager, Valuation Control Equities | Global Bank …

Bluemont Consulting
in Hong Kong
Contract, Full time
Be the first to apply
Competitive
Bluemont Consulting
in Hong Kong
Contract, Full time
Be the first to apply
Competitive
Posted by:
Aimee Cheng • Recruiter
Posted by:
Aimee Cheng
Recruiter
Our client is a reputable bank and they are now looking for a Manager for Valuation Control Equities (renewable contract with possibility to turn perm) under global banking & markets.

Our client is a reputable bank and they are now looking for a Manager for Valuation Control Equities (renewable contract with possibility to turn perm) under global banking & markets. The ideal candidate will possess strong VBA and SQL skills with solid experience in product control / market risks and/or pricing parameters.
 

Principal Responsibilities

  • Perform valuation adjustments, such as Independent Price Verification, Bid Offer, Model uncertainty, other Fair Value Adjustment, and Prudent Valuation Adjustment, in accordance with global valuation guidelines for all business line in equity asset class, mainly Prime Finance and Equity Derivative, regardless of the trading book location, like Hong Kong, Paris, London, and New York.
  • Ensure accurate and timely computation of reserves and controls.
  • Work effectively with the equity valuation team located in Paris, Krakow and New York.
  • Ensure well controlled and accurate valuation reserves, provide analysis on the results to Front Office and Senior Valuation Controller
  • Proactively improve and automate current processes.
  • Create and maintain relevant documentation.
     

Experience Required

  • Strong IT skill required including experience with VBA, SQL, Microsoft Access.
  • Excellent written English and oral communication skill.
  • Good numerical/quantitative background and previous experience in product control or market risk is preferred.
  • Good understanding of vanilla and complex derivatives products, market risks and pricing parameters.
  • Great interpersonal skills, including the ability to articulate key quantitative issues in an understandable way.
  • Good appreciation of regulatory guidelines, rules, requirements.
  • Ability to understand complex concepts.

     
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