Market Risk & Liquidity Risk - AVP

Employer
Hamlyn Williams
Location
Hong Kong, Hong Kong
Salary
Competitive market rate
Posted
Oct 13, 2020
Closes
Oct 20, 2020
Ref
8667614
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities

• Assist in identifying, measuring, monitoring and reporting market risks for assigned risk areas which including market risk, liquidity risk, interest rate risk, credit and/or market risk modeling & validation and/or fair value etc.
• Perform daily risk reporting and analysis and contribute to the continuous improvement of the reports in order to effectively communicate market, liquidity, interest and credit risk to senior management and committees
• Assist model validation and enhance the market risk management framework to ensure in compliance with regulatory requirements
• Perform product due diligence and provide quantitative support to new treasury products.
• Support to develop risk management systems, prepare regular risk management reports and performing ad hoc project as assigned.
• Provide specification of user requirements and prototyping and perform UAT in the development of new risk management infrastructure

Requirements

• Degree holder in finance, risk management, engineering and/or quantitative or related disciplines
• Qualifications in FRM and/or CFA will be an advantage
• Minimum 7 years' work experience in risk management methodology, market risk, credit risk, liquidity risk, model validation and/or fair value in banks
• Good knowledge of HKFRS-9 Requirements and Basel Requirements
• Experienced in fixed income, interest rate, FX, treasury and/or associated derivatives for investment banking, commercial banking and/or retail banking
• Proficiency in visual basic, SAS and other programming languages and databases will be a plus
• Good command of both written and spoken English and Chinese (Cantonese and Putonghua)

Please click "Apply Now", or contact Bettina Chow at Hamlyn Williams on +852 2158 3149 or send your CV to b.chow@hamlynwilliams.com for more information.

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