Job Description
- Product and explain daily P&L to traders and senior management, ensuring accuracy and timeliness.
- Perform P&L attribution analysis to decompose risk drivers and explain variances.
- Investigate and resolve P&L breaks and reconciling against GL.
- Execute monthly IPV process for a range of derivatives.
- Challenge valuation inputs and models using external market data.
- Conduct regular market data checking for key inputs across the middle-back system.
- Participate in UAT for new products and system upgrades.
Job Requirements
- University degree in Financial Mathematics, Finance or related discipline.
- 2 – 5 years of experience in Product Control, Valuations or Market Risk within a brokerage or investment banks.
- Strong understanding of financial modeling concepts (Greeks, interpolation, volatility surfaces).
- Proficiency in Excel VBA or Python is a strong plus.
- High attention to details and ability to work under daily reporting deadlines.
Benefits & Others
We offer an attractive remuneration package and fringe benefits to the right candidate. Interested applicants please send detailed resume stating present and expected salaries, as well as date of availability, by clicking "Apply" or by sending it to recruitment@gtjas.com.hk.
(Data collected will be kept strictly confidential and used for recruitment purpose only.)
