Conduct effective product control and valuation control of treasury products and derivatives in banking book.
Duties include daily P&L reporting and analysis, balance sheet substantiation, pricing parameter verification and market conformity checking.
First point of contact for front office to handle ad hoc queries on position, P&L.
University graduate with degree in Financial Engineering, Quantitative Finance, Risk Management, Finance, Economics, Accounting or related disciplines. Further professional qualification such as ACCA, CPA, CFA, FRM would be a plus.
At least 2 year of working experience in equity and interest rate related treasury products and/or product control, solid experience in South East Asia is an advantage.
Proficiency in financial instruments & market operations.