Senior Market Risk Manager/Market Risk Manager Senior Market Risk Manager/Market Risk Manager …

Bank Of China (Hong Kong) Limited
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 15 Jun 19
Competitive
Bank Of China (Hong Kong) Limited
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 15 Jun 19
Competitive
Senior Market Risk Manager/Market Risk Manager
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

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