Senior Market Risk Manager/Market Risk Manager

Job level Senior
Work exp Minimum 10 Years
Education Bachelor Degree
Language Chinese - Cantonese, Chinese - Mandarin, English
Location
Central
Employment type Full Time
Industry Banking
Job function Banking / Finance > Legal / Compliance
Banking / Finance > Risk Management
Banking / Finance > Treasury
Published On 03/05/2019
ref. 495041

Job No.: 495041
Employment Type: Full time
Departments: Risk Management Department
Job Functions: Risk Management

 

Responsibilities:

  • Participate in the new Basel market risk capital requirement project (FRTB) to ensure regulatory compliance
  • Perform product due diligence and provide quantitative support to the new treasury products
  • Responsible for the development and monitoring of market risk models
  • Responsible for the management and monitoring of structural foreign exchange risk
  • Participate in the implementation and testing of the new treasury system.
  • Review the latest regulatory requirements in market risk area

Requirements:

  • Degree with major in Risk Management, Quantitative Finance, Finance , Financial Engineering, Statistics or related discipline
  • Holder of professional qualification – CFA, FRM, CIIA or being qualified for Enhanced Competency Framework on Treasury Management
  • At least 10 years experience in Treasury Management, of which, at least 5 years experience in market risk management areas
  • Strong knowledge in market risk models, application of VaR and ES, and Basel regulatory requirements
  • Experience in structural foreign exchange risk management preferred
  • Strong analytical mindset, possession of good communication and problem-solving skills
  • Good command of written and spoken English and Chinese, fluency in Mandarin is an added advantage
  • Experience with risk management systems (e.g. Kondor+, Murex, etc.) and infrastructure across all asset classes
  • Proficiency in VBA programming and PC applications
  • Candidate with less experience will be considered as Market Risk Manager