တိုင်ကြားမှု အောင်မြင်ပါသည်

ROLE PURPOSE

The purpose of the role is to monitor & assess risk exposures such as market, liquidity and regulatory, to understand Treasury related P&L attribution and drivers, to perform quantitative and qualitative analysis on material positions and risks of the business, and to report these findings to management on a regular basis. Additionally, there will be asset/ liability valuation & methodology construction, price setting & monitoring. The successful candidate will be expected to maintain a close working relationship with all dealers.

DUTIES & RESPONSIBILITIES

- Develop, maintain, and improve independent price verification and valuation adjustments in compliance with international accounting standards and regulatory requirements
- Promote best practices for valuation of Treasury investment portfolio and derivatives
- Develop and implement procedures for independent checking of valuations, escalation of exceptions, and adjustments for Treasury securities and instruments
- Document and maintain methodologies and procedures for the valuation of Treasury products
- 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
- Perform stress testing on Treasury investment portfolio in order to identify and mitigate unwanted exposures
- Analyze markets, P&L and risks with the understanding of factors that drive valuation and risk
- Working with Trading, Middle Office and Accounting Control to continually monitor the various valuation risks of the business and implement appropriate adjustments
- Other value-added projects related to Business, Risk, and Finance initiatives
- Act as a Business Partner to the Business, Risk, Compliance and Finance
- The first point of escalation with regards to any discrepancies and limit breaches

Knowledge & Skills
Essential

- Should possess strong analytical, quantitative and problem-solving skills.
- Strong interpersonal skills and ability to function effectively within a team- in both written and verbal communications.
- Well-organized and reliable.
- Excellent leadership and decision-making abilities
- Able and willing to learn
- Manage time effectively and work well under pressure to meet deadlines.
- Team player willing and able to collaborate with associates at all levels.
- Self-starter able to work well independently with minimal supervision.
- Ability to identify process improvement opportunities.
- Internally motivated to seek out answers, generate ideas, and develop new skills.
- Ambitious with a strong appetite to understand the products traded to provide insight and analysis
- Presents sound, the persuasive rationale for ideas or opinions. Takes a position on issues and influences others' opinions and presents persuasive recommendations
- Strong accounting knowledge and background, preferably in financial services
- Understanding of the balance sheet and the relationship between the profit and loss accounts.
- Basic understanding of derivative products and markets, as well as the valuation and risk management methodologies associated with these.
- Advanced proficiency with Microsoft Office, particularly Excel and PowerPoint

Education & Special Training
Essential

- Bachelor in finance, business, or a quantitative field

Experience
Essential

- Minimum 4 to 5 years of related work experience in banking or in financial institutions.

Languages
Essential

- Excellent communication (written and verbal) skills