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Officer to Deputy Manager, Market Risk

Employer
ICBC Asia
Location
Hong Kong, Hong Kong
Salary
Competitive
Closing date
Oct 1, 2020

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Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Job Responsibilities
  • Design, plan and implement the Counterparty Credit Risk Management Framework to ensure Counterparty Credit Risk in the Bank is adequately and appropriately managed under the supervision of Market Risk Head
  • Perform daily risk management and assessment of OTC derivatives products including FX, IR, Equity, Commodity and structured products
  • Produce risk monitoring reports including risk attribution analysis, concentration analysis, wrong way risk, stress testing, material risk identification and risk mitigation
  • Maintain active working relationship with internal stakeholders to ensure risk and control issues are identified and addressed
  • Use strong analytical skills to conduct investigations into market risk and modelling issues
  • Provide assistance in new product review and assessment from counterparty credit risk management perspective
  • Provide assistance in counterparty credit risk related regulatory examination and auditing tasks


Job Requirements
  • Bachelor Degree or above with major in Finance / Financial Engineering / Risk Management / Quantitative Finance is preferred
  • FRM or CFA is a plus
  • More than 3 years of professional work experience in financial services preferred
  • Work independently and proficient in Excel / Access for large/complex data analysis, and Powerpoint / Word for presentation
  • Proficient in spoken and written English and Chinese (including Mandarin) in a must

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