Market Risk Analyst / Sr. Analyst
- Employer
- BBVA
- Location
- Hong Kong, Hong Kong
- Salary
- Competitive
- Closing date
- Sep 16, 2019
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Job Description: • Perform, develop, and improve risk reporting. Analyze and control limits on VaR, Sensitivities and Stop Loss. • Perform ad hoc assignments and handle special projects from time to time assigned by supervisor. • Ensure effective communication with Front Office and the market risk team in Head Office on market risk matters. • Coordinate/liaise issues regarding New Products with different departments including Front Office and Back Office. • Provide input for regulatory reporting. Requirements: • University graduate or post-graduate in Risk Management, Financial Engineering, Quantitative Finance or any equivalent/relevant subjects. • 3 years' experience in Market Risk. • Possess knowledge about risk measurement including VaR, Risk Sensitivities, Valuation Models. Familiar with different financial product structures. • Highly motivated, self-starter who takes initiative. • Proficiency in SQL, Excel VBA and MS Access. • Excellent command of both spoken and written English. • Exposure on banking book structural interest rate risk is a plus. • FRM / CFA preferred.
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