Senior Market Risk Manager/Market Risk Manager

Job level Middle
Work exp Minimum 5 Years
Education Bachelor Degree
Language Chinese - Cantonese, English
Location
Central
Employment type Full Time
Industry Banking
Job function Banking / Finance > General / Operations
Banking / Finance > Legal / Compliance
Banking / Finance > Risk Management
Published On 08/11/2019
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 market risk as well as 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, CPA or being qualified for Enhanced Competency Framework on Treasury Management
  • At least 5 years of 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
  • Self-starter, add value on day one.
  • Good command of written and spoken English and Chinese, fluency in Mandarin is an added advantage
  • Experience with risk management systems (e.g. Murex, Kondor+, etc.) and infrastructure across all asset classes
  • Proficiency in VBA programming and PC applications