Fair Value Measurement & Management – Finance and Accounting Department recruitment
About us:
Industrial and Commercial Bank of China (ICBC) was established in 1984. ICBC is now the world's top listed bank in terms of market capitalization, profits and customers' deposits. We are looking for elites and talents worldwide to join us in future.
Job Title: Fair Value Measurement Management
Department: Finance and Accounting Department
Job Location: Beijing
Responsibilities:
1. Research and analysis on financial instrument models for fair value measurement;
2. System construction and extension to domestic branch and abroad?valuation model calibration and validation;
3. Disclosure and financial analysis related to fair value measurement.
Qualifications:
Main Responsibilities:
1. Full-time Master degree or above, major in Financial Maths or Financial Engineering or related disciplines;
2. Strong knowledge of valuation models such as option, interest rate and Fx pricing models,learn about Stochastic analysis and calculation of the above models;
3. Familiar with both domestic and foreign capital and derivatives markets and conventions?as well as banking businesses, strong capability of mathematical reasoning and analysis;
4. Familiar with Linear interpolation?Hermite interpolation?Spline interpolation etc. Application of the above interpolation method and models of yield curve construction;
5. Familiar with Bloomberg and Reuters,learn about Summit and Numerix,mastered at least one programming language?C/C++,VBA,Matlab).
Please make sure to attach both your English and Chinese resumes.
Don't miss the opportunity and click APPLY ONLINE below!