CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Our client, a leading European Bank, is looking for a Valuation and Risk Controller to look after interest rates products and responsible for the implementation and execution of independent price valuation control and risk control for the bank.
Supervise and perform the checks of market data parameters under the team's coverage and responsibility. This includes the development, implementation and review on valuation control process, the tools, the methodologies, the market data checking and the workflow.
Drive 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.
Lead and assist junior team members in building up knowledge on IRFX market, 2nd level review on the valuation work performed by the team
Actively involved in global IPV process/tools development and contribute to global projects, including automation and standardization of IPV tools and process
Contribute to the overall visibility of the valuation and risk control function with our stakeholders.
Contribute to the Indices contribution 2nd level control process. Involvement in development of control and tools for the control
University graduated in Finance, Business Administration or relevant disciplines; FRM/ CFA qualification would be advantage.
Minimum 5 years' experience in Market Risk / Valuation function with focus in interest rates products from international bank environment
Strong understanding of fixed income products valuation; the ability to discuss and resolve valuation issues with traders and market risk specialists is essential
Good numerical/ mathematical skills; the ability to understand and apply valuation methodologies, including curve construction and model
Experience in supervising a small team would be an advantage.
Strong communication and interpersonal skills
Fluency in written and spoken in English and Cantonese