ROLE PURPOSE  

• The Treasury Valuation Team is primarily responsible for assessing and monitoring risks associated with products and services offered by the Treasury Department and ensuring that its business undertakings are within the Bank’s stipulated risk appetite levels. The team, in coordination with other team members, is expected to assume, but is not limited to, the following responsibilities: 

JOB RESPONSIBILITIES  

• Maintain and improve exciting risk monitoring tools. 

• Produce and verify pricing for various Treasury products. 

• Equip has pricing and valuation models for up-and-coming Treasury products. 

• Document and maintain methodologies and procedures for the valuation of Treasury products. 

• Monitor daily trading by Treasury dealers and ensure that all the limits, internal and regulatory, are adhered to. 

• Maintain the list of recommended market data sources used for mark-to-market or mark-to-model valuation and document changes to market data sources or CBM instructions. 

• Work closely with Trading Dealer, Middle Office, and Financial Control to continually monitor the various valuation risks of the business and implement appropriate adjustments. 

• Act as a business partner for business, risk, compliance, and finance. 

• Other ad hoc tasks 

• Bachelor of Finance, Accounting, Economics, and/or industry specific qualifications. 

• Basic understanding of derivative products and markets, as well as the valuation and risk management methodologies associated with these products. 

• At least (3) years of experience in Banking or Financial Institutions and related field. 

• Strong accounting knowledge and background, preferably in financial services. 

• Strond interpersonal skills and ability to function effectively within a team- in both written and verbal communications. 

• Team player willing and able to collaborate with associates at all levels. 

• Ability to identify process improvement opportunities. 

• Ambitious with a strong appetite to understand the products traded to provide insight and analysis. 

• Knowledge of the Treasury system (Opics ) is  a plus. 

• High competency in MS Office – Excel, Word, PowerPoint. 

• Sound and effective interpersonal & communication skills in both Myanmar and English languages.