Job ref no.: 498604
Bank of China (Hong Kong) Limited

Senior Business Strategy Manager (Derivative Models)

Bank of China (Hong Kong) Limited

Job No.: 498604
Employment Type: Full time
Departments: Financial Markets Management
Job Functions: Investment Management, Product Development & Management


  • Assist business units (trading book and banking book) to take the lead of the derivative models life cycle in treasury systems, which covers multiple asset classes e.g. FX, Interest Rate, Equity and Credit Derivatives.
  • Act as model owner which involves the following tasks:
  • Drive the implementation of derivative models on 3rd party treasury systems (e.g. Murex, Bloomberg) based on business units proposal.
  • Conduct model testing for any model changes or implementations by vendors
  • Participate in model validation process which is conducted by independent parties
  • Submit models for internal approvals
  • Assess model risk regularly
  • Conduct model backtesting
  • Liaise with back office departments such as Risk Management, Finance on the proposed derivative models in treasury systems
  • Draft and maintain relevant model documents, policy and procedures
  • Lead the junior staff to accomplish the model owner’s duty


  • Bachelor Degree or above in engineering, mathematics, statistics, physics, or other quantitative subjects
  • At least 5 years related experiences in banking or similar industry
  • Knowledge of financial market derivatives products
  • Strong knowledge of derivative models in valuation / risk sensitivities
  • Strong analytical mind
  • Willing to take ownership of his/her work
  • Good command in spoken and written English and Chinese, including Putonghua 

We offer competitive remuneration package and comprehensive fringe benefits including medical and life insurance, and different types of allowances to the right candidate. Interested parties, please submit your application online. For details, please visit our website

To apply:

Data collected would be used for recruitment purposes only. It might also be disclosed to our subsidiaries or Associated Companies to process the information for appointment. Applicants who do not hear from us within 8 weeks may consider their application unsuccessful and their data will be destroyed within 12 months of receipt.

More job information
Job ref no. 498604
Job Function
Employment Term
  • Permanent
  • Full-time
  • 5 years - 10 years
Career Level
  • Middle management level
  • Degree
  • Master's degree