(AVP) Analyst, Market Price Control, Market Risk Management
Purpose of the function and key responsibilities
This is a position for an analyst within Market Price Control, a team within Market Risk Management (MRM) tasked with providing and validating all market parameters used in valuation and risk sensitivities computation of financial instruments by the bank. The analyst will have the following key responsibilities:
- Source, validate and feed internal systems with independent market data and prices on a daily basis
- Perform maker or checker role in daily independent market data verification
- Participate in on-going and ad-hoc projects including centralized market data repository system, internal risk and front office systems, process improvements, etc
- Handle internal customers’ queries, challenges and requests with integrity and professionalism
- Identify market data requirements, perform research on market conventions and data contributors, and implementation of new market data in daily routine process and systems
- Identify opportunities for process automation and optimization
Competencies
- At least 2 years experience in a relevant function (Product Control / Valuation Control / Market Risk) with prior management experience
- Degree in business, economics or technical areas such as engineering, mathematics, etc, from top colleges and universities
- Proficiency in Excel and Visual Basic essential
- Experience dealing with market data and price issues, typically from a valuations function but also from risk and trading perspective desirable
- Experience with database systems (Asset Control, CADIS, internal solutions, etc) desirable
- Exposure to a range of asset classes, including derivative products and the Greeks desirable
- Experience with Murex desirable
- Understanding of pricing and risk models and analytical methods desirable
Profile
- Ability to reason conceptually, analytically minded and prepared to challenge assumptions towards optimizing the operation
- Outstanding problem-solving skills in complex matters and eye for detail and accuracy
- Strategic thinker and proactive, able to foresee issues ahead and take proactive steps to prevent them
- Process minded, understand processes and workflows from start to finish and being able to express them in clear flowcharting
- Excellent written and verbal communication skills, able to translate complex ideas and issues to lower levels of complexity for the better understanding for a wider audience
- Good interpersonal skills and ability to build and maintain credible relationships at various levels; work well and get along with people; able to nurture and inspire a positive environment in the team
- Open to innovation and continuous education, show motivation and enthusiasm and demonstrate to be a team player
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