about the company
Our client is an international bank with corporate and investment banking businesses in APAC. They are currently expanding their risk management team (2nd line of defence) to support their Global Markets trading business.
about the job
This role reports to the Head of Risk Valuation, you will be responsible for
- Keep abreast of regulatory requirement and update methodology specifications relating to Fair Valuation Reserves (FVR) and Prudent Value Adjustments (PVA)
- Compute, analyse and validate for any valuation differences
- Analyse and comment any adjustment to stakeholders, for example, the front office traders
- Participate and represent in Valuation Risk Committees
- Recommend standardisation of methodologies across different markets and business lines
about the manager/team
You will be working under the mentorship of your manager and alongside 2 team members where you will have the opportunity to discuss and exchange ideas relating to risk management and valuation.
skills and experience required
- Minimum Degree or Masters in Financial Engineering
- At least 3 years of risk valuation experience supporting financial and global markets trading desk
- Strong analytical and communication skills
- Strong proficiency in Microsoft Excel and other data analysis tools
- Knowledge of valuation framework and methodology relating to trading activities
To apply online please use the 'apply' function, alternatively you may contact Judy Low.
(EA: 94C3609/ R22110790)