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Job ref no.: CT3115413-01#1514

AVP (Team Head), Treasury Middle Office

Conners Consulting Limited

Benefits
  • Medical plan

Our banking client is looking for a high caliber to join the team. As a leader, he/she has to lead and oversee the team in managing PnL attributions, MIS, balance sheet management, transfer pricing, static data maintenance and operation control to support Treasury and Markets business.

Responsibilities

  • Manage on-going PnL attributions, reconciliation, control and analysis with treasury business (eg., FX, fixed income, DCM, etc)
  • Run and analyze the MTM of the portfolio, risk positions, PnL substantiation and commentaries on PnL drivers
  • Perform operation risk control and monitoring
  • Function as middle office, liaise with Treasury desk and Finance Team to perform issues like balance sheet reconciliation, transfer pricing, etc
  • Maintain static data (eg., products, portfolio, customer record, valuation curve and bond definition)
  • Liaise with various function units and finance supporting business new initiatives and provide recommendation

Requirements

  • Degree holder or above, preferably with CFA or FRM
  • Minimum 10 years’ experience in middle office and product control supporting the treasury trading desk and central treasury unit with at least 3 years in managerial level
  • In-depth knowledge of treasury and global markets products including derivatives, FX, MM, fixed income and debt capital market
  • Good understanding in operational risk and settlement functions
  • Good analytical and people management skills
  • In-depth knowledge of different valuation models, GREEK factor, CVA, DVA, IPV, maturity lender, booking model and knowledge of Murex and Oracle OFSAA system
  • Good command of written and spoken English and Chinese (Putonghua)

 

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More job information
Job ref no. CT3115413-01#1514
Salary
  • N/A
Job Function
Industry
Location
  • Tsimshatsui
Experience
  • 10 years - 15 years
Career Level
  • Senior management level
Education
  • Degree
  • Master's degree