Market Risk Analyst / Sr. Analyst

Employer
BBVA
Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Aug 20, 2019
Closes
Sep 19, 2019
Ref
5805407
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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.

Similar jobs

Similar jobs