Valuation and Risk Controller- Equity Derivatives

  • Negotiable
  • Hong Kong
  • Permanent, Full time
  • ConnectedGroup Limited
  • 18 Feb 18 2018-02-18

·Reputable European Investment Bank ·Growing Environment ·Competitive Remuneration

Our client, a reputable European Investment Bank, is looking for a valuation and risk controller to focus on equity derivatives products. The candidate's main responsibilities involve the implementation and execution of the daily independent price verification (IPV) processes on the bank's positions, review of the valuation tools, methodologies and market data.


Responsibilities:

  • Perform the checks of market data parameters under the team's coverage and responsibility. This includes the development and implementation of the IPV processes, tools, methodologies, market data and the workflow.
  • Contribute to the evolution of market parameter verification processes, including identification of the parameters in use and the assessment of alternative checking methods and sources. Analyze and challenge the current processes/workflow and contribute to their improvement.
  • Participate in global projects, including automation and standardization of IPV tools and processes
  • Contribute to the overall visibility of the valuation and risk control function with various stakeholders.



Requirements:

  • University graduated in Finance, Business Administration or relevant disciplines; CFA/ FRM qualification would be an advantage.
  • Minimum 4 years experience valuation and/ or product control and/ or market risk gained from an international bank environment.
  • Good understanding of Equity derivatives product and their associated risk sensitives.
  • Good analytical and problem solving skills with the ability to understanding and apply valuation methodologies and resolve valuation related issues.
  • Strong control mindset
  • Strong knowledge in using VBA, Python and SQL programming is an advantage.
  • Excellent communication and interpersonal skills
  • Fluency in written and spoken English and Chinese