Leads a team of analysts to establish and review the financial valuation framework, policies and procedures in line with head office and regulatory requirements. Manages daily valuation operations, mark-to-market and revaluation of fixed income products, derivatives and other instruments. Advises senior management, implements IFRS9 hedge accounting and CVA/DVA, and participates in treasury system and new…
Core skills
Financial ValuationValuation ModelsMark-to-MarketFixed IncomeDerivativesTreasury Systems
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