Cathay United Bank Company, Limited is a wholly owned subsidiary of Taiwan’s largest financial group Cathay Financial Holdings. The Bank's Hong Kong Branch is currently looking for high-calibre candidates and experienced professionals to join as a part of the growing business and develop their careers.
Team Head, Market Risk

Responsibilities:

Reporting to the Chief Risk Officer of Hong Kong Branch, the candidate shall lead a small team to:

  • Develop and review internal risk policies and standards, and continually seek to improve the market risk methodologies and processes in full compliance with regulatory standards
  • Manage market risk for the front office’s trading business. Liaise regularly with front office in the implementation of risk controls and ensure that issues identified (i.e. limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in timely manner
  • Work closely with front office to analyze and explain market risk measures, utilization and driver for movement including VaR, DV01, CR01, FX NOP, Delta, Gamma, Vega
  • Create, produce or automate risk monitoring reports including performance analysis, concentration analysis, stress testing etc. on regular basis
  • Manage mark-to-market and revaluation on fixed income products and other financial instruments. Perform price verification and analysis to ensure pricing to fair value
  • Provide reporting to local and head office management and regulatory stakeholders
  • Participate in project related tasks such as new product approval, risk system implementation and UAT etc
  • Perform additional duties and supports when required

 

Requirements:

  • Bachelor Degree or above in financial majors, professional qualification in CFA or FRM is preferable
  • At least 10 years market and liquidity risk experience in banking industry
  • Familiar with treasury products and related regulations
  • Good inter-personal and communication skills
  • Positive and willing to work as ONE team
  • Proficient in written and spoken Chinese (Mandarin and Cantonese) and English
  • Proficient in Excel / VBA or other statistical tools

 

We offer attractive salary and comprehensive fringe benefits. Interested parties please e-mail your full resume with current and expected salary by clicking "".

Personal information collected will be used for considering suitability for the post and strictly in accordance with our personal data policies. It is our policy to retain the personal data of unsuccessful applicants for future recruitment purposes for a period of maximum two years.

Job level Middle
Work exp 10 Years
Education Bachelor Degree
Industry Banking
Job function Banking / Finance (Risk Management)
Banking / Finance (Others)
Location Causeway Bay
Employment type Full Time
Published On 14/10/2019