The Market and Valuation Risk Management (MVRM) group is a 2nd line of defence (2LOD) control under the Bank’s Chief Risk Office, responsible for independent valuation of balance sheet positions
Job Summary
The Market and Valuation Risk Management (MVRM) group is a 2nd line of defence (2LOD) control under the Bank’s Chief Risk Office, responsible for independent valuation of balance sheet positions.
Key responsibilities include identifying and escalating potential off-market exceptions, ensuring key economic terms of exotic trades are appropriately represented, and highlighting control gaps.
The company offers a competitive salary, attractive retirement benefit, medical and life insurance upon employment, and 20 days annual vacation leaves.
Matching Summary
The Market and Valuation Risk Management (MVRM) group is a 2nd line of defence (2LOD) control under the Bank’s Chief Risk Office, responsible for independent valuation of balance sheet positions.
Skills & Requirements
Must-have
Market Conformity Control
Exotic Trade Review
independent valuation
risk management
control gaps identification
Nice-to-have
strong control mind-set
critical thinking
fast-paced environment
continuous improvement initiatives
multi-cultural setting
Key Requirements
Bachelor's Degree in Math, Statistics, Accountancy, Financial Engineering, Finance or equivalent
Professional qualification or study (e.g. CIMA, CPA, CFA, FRM, or Master’s Degree) will be an advantage
Previous work on programming or data analytics is preferred
Solid knowledge in financial markets products (Credit, Rates, FX, Equities, and Derivatives)