About the Company
Our client is an International Bank creating an exciting new role for a derivatives valuation and market risk officer in Bangkok (Thailand) reporting to the Head of Risk. The role will cover the regional remit of the Bank. Please note this role is only opened to Citizen or Thai Permanent Residents.
Responsibilities
- Validate daily end-of-day valuations of the banks's swap portfolio, including market data verification, analysis of mark-to-market changes, and review of relevant reports.
- Verify collateral balances, review counterparty exposure reports, analyze margin call disputes.
- Collaborate with the external collateral manager and custodians to resolve operational issues with counterparties and validate trade details in the valuation system for exotic derivatives.
- Contribute to organizational resiliency efforts by implementing back-up mechanisms and established business contingency plans.
Qualifications
8 years minimum experience in a traded market risk role or a Valuation role in Capital Markets.
Required Skills
- Strong knowledge of derivatives products.
- Exposure to a large International Bank.
- Excellent communication in English.
