Senior Market Risk Manager/Market Risk Manager
- Employer
- Bank Of China (Hong Kong) Limited
- Location
- Hong Kong, Hong Kong
- Salary
- Competitive
- Closing date
- Aug 20, 2021
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities:
- Participate in the new Basel market risk capital requirement project (FRTB) to ensure regulatory compliance
- Perform product due diligence and provide quantitative support to the new treasury products
- Responsible for the development and monitoring of market risk models
- Responsible for the management and monitoring of market risk as well as structural foreign exchange risk
- Participate in the implementation and testing of the new treasury system
- Review the latest regulatory requirements in market risk area
- Degree with major in Risk Management, Quantitative Finance, Finance , Financial Engineering, Statistics or related discipline
- Holder of professional qualification - CFA, FRM, CPA or being qualified for Enhanced Competency Framework on Treasury Management
- At least 5 years of experience in market risk management areas
- Strong knowledge in market risk models, application of VaR and ES, and Basel regulatory requirements
- Experience in structural foreign exchange risk management preferred
- Strong analytical mindset, possession of good communication and problem-solving skills
- Self-starter, add value on day one.
- Good command of written and spoken English and Chinese, fluency in Mandarin is an added advantage
- Experience with risk management systems (e.g. Murex, Kondor+, etc.) and infrastructure across all asset classes
- Proficiency in VBA programming and PC applications
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