Team head, Market Risk Management

Responsiblity

Lead a team to perform various market risk function and FRTB project
Perform analysis for daily PnL, VaR, stress testing and back testing
Conduct market risk assessment and PL attribution for treasury products/activities
Report to local management and head office on market risk related matters
Lead / participate in system and new regulatory implementation
Handle enquiries from auditor and regulators

Requirements

Degree holder in Finance, Risk Management, Accounting, or other quantitative discipline, preferably with professional qualification in FRM or CFA
In depth knowledge on the nature and exposure of financial products in FX, Interest Rate, Equities and other derivatives
With minimum work experience of 10 years from banking industry
Mature, able to work independently under pressure and cooperate well with teammates and business partners, with supervisory experience is preferably
Proficient in written and spoken English and Chinese

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