Responsibilities
- Responsible for the preparation and analysis of P&L for Rates and FX Asia:
- by investigating any abnormal swing of P&L;
- by reconciling Step-Reval with Official P&L
- by performing risk-based economic analysis and publishing P&L commentaries.
- by ensuring P&L by-effects and attributes are correct
- To contribute to market parameters control and the adherence to the Global Fixed Income P&L Policy.
- Contribute to improve systems or change of systems:
- by addressing to possible technology enhancements
- by testing any change of systems
- by addressing relevant issues surrounding implementation of new systems
- Contribute to reconciliation controls.
- Responsible for portfolio controls and documentation of operational procedures for activities in-charge
- To provide coverage of duties of other staff as assigned
- Responsible for minimising operational failure, including but not exclusively, the risks of fraud, by helping to devise, and by implementing, sufficient regular controls
- Ensuring appropriate escalation to management and/or Permanent Control (or Compliance as appropriate) as soon as an issue is identified
Technical & Behavioural Competencies:
- Knowledge in FX, FX option and interest rate (derivatives) products
- Understanding of Valuation models
- Strong analytical and conceptual skills
- Good IT knowledge (Front- and Back-office systems, MS Office package
- VBA skills are preferred
- Knowledge of Python programming is a plus
- Graduate/Post-Graduate in Banking and Finance
- Minimum of 2 years work experience in Product Control/Finance Control/Risk or related function
Company Reg No.: 201131609D, Licence No.: 11C4684, Reg No: R1872908
