Officer to Deputy Manager, Market Risk

Employer
ICBC Asia
Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Sep 01, 2020
Closes
Oct 01, 2020
Ref
8019357
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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