About the role
FinEx AI summary
Responsible for establishing and reviewing the financial valuation framework, policies and procedures per head office and regulatory requirements. Performs daily valuation and fair value measurement across treasury products including bond, FX, IR, commodity and credit, and implements CVA/DVA and hedge accounting. Requires at least 5 years of banking or financial sector experience with strong programming…
Core skills
Financial ValuationFair Value MeasurementTreasury ProductsPricing ModelsMarket Risk ModelsHedge Accounting