Market Risk Manager/Assistant Manager

Employer
Bank Of China (Hong Kong) Limited
Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Oct 09, 2020
Closes
Nov 07, 2020
Ref
8633543
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:
  • Support the administration and maintenance of market risk database, including troubleshooting, performance tuning, etc.
  • Participate in the treasury system implementation and testing
  • Assist in the workflow automation for market risk monitoring and reporting
  • Assist in the preparation of risk management reports to management
  • Participate in the new Basel market risk capital requirement project (FRTB) to ensure regulatory compliance
  • Respond to ad hoc requests from the business, risk management users or regulators
Requirements:
  • Degree with major in Risk Management, Quantitative Finance, Financial Engineering, Information Technology, Computer Engineering or related discipline
  • Holder of professional qualification - CFA, FRM or being qualified for Enhanced Competency Framework on Treasury Management
  • Good understanding of market risk concepts, treasury products, capital market activities and governance framework.
  • At least 3 years of experience in risk management areas
  • Strong knowledge in programming (e.g. VBA and SQL) and database applications
  • Strong analytical mindset, possession of good communication and problem-solving skills
  • Knowledge in risk management systems (e.g. Murex, Kondor+, Bloomberg, Reuters, etc.) and infrastructure is preferable

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