Market & Liquidity Risk

Employer
First Abu Dhabi Bank
Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Jun 12, 2019
Closes
Jul 12, 2019
Ref
5862123
Job Function
Credit Analysis
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
QUALIFICATIONS & EXPERIENCE

Minimum Qualification
•A higher academic qualification (Bachelors/Masters plus CA/ MBA/ FRM/ CFA).
•Strong knowledge of VaR implementation - instruments, generators, curves, market data, market conventions, etc.
•Strong Risk analytics and a good knowledge of Financial Risk Management theory and practice is required.
•Good knowledge of all asset classes (FI, FX, commodities, equities, derivatives) and of their pricing models.
•Strong analytics and problem solving skills.

Minimum Experience
•Work experience of 7-10 years in Financial Markets / Market Risk with reputable Banks,
•Ability to work accurately under pressure to tight deadlines.
•Strong understanding of Market Risk / Trading systems including Bloomberg, Reuters, Murex or similar.
•Strong communication, presentation and writing skills.
•Experience dealing with Front Office.
•Project experience working with IT on the delivery of Market Risk System.
•Knowledge of Murex, Numerix and/or coding skills in C++/Matlab would be a distinct advantage.

Knowledge & Experience
•Bachelor or Master degree in Banking, Finance, Economics or Accounting with minimum 3-5 years of experience in market risk, asset liability management, product control, financial control, or treasury audit.
•Knowledge of Treasury, Global Market, Balance sheet, and Risk methodologies.
•Good understanding of liquidity risk and regulatory framework (Basel III, LCR, NSFR)
•Basic knowledge in Treasury products: FX, Money Market, Fixed-income and Derivatives.
•Experience in the Risk Regulatory reporting is desirable.
•Knowledge about risk methodologies: VaR, Stress Test, Liquidity Risk ,Market Risk , Financial modeling.
•Experience in process improvement, UAT and system implementation (Familiarity with Intellect, Murex)
•Ability to engage Senior Management .
•CFA or FRM Charterholder is a plus.

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