Senior Market Risk Manager/Market Risk Manager

Employer
Bank Of China (Hong Kong) Limited
Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Jan 13, 2022
Closes
Feb 12, 2022
Ref
13307348
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:
  • Perform product due diligence and provide quantitative support to the new treasury products
  • Participate in the review and maintaining of market risk policies and procedures
  • Participate in FRTB project to ensure regulatory compliance
  • Participate in the improvement of market risk models and monitoring the related model risk
  • Participate in the implementation and testing of the new treasury system
  • Study the latest regulatory requirements in market risk area
Requirements:
  • Degree with major in Risk Management, Quantitative Finance, Financial Engineering, Statistics, Math, Engineering or other related disciplines
  • At least 3 year working experience in market risk,trading or other related areas for manager candidate; at least 8 year experience in treasury management or other related areas, of which, at least 5 year working experience in market risk area or other related areas for senior manager candidate;
  • Strong knowledge in market risk models and Basel regulatory requirements is an added advantage
  • Strong analytical mindset, possession of good communication and problem-solving skills
  • Proficiency in written and spoken English and Chinese, fluency in Mandarin is an added advantage
  • Experience with risk management systems (Kondor+, Murex or Risk Metrics etc.) is an added advantage
  • Proficiency in VBA programming or other programming languages
  • Holding professional qualification - CFA, FRM, CIIA or being qualified for Enhanced Competency Framework on Treasury Management is an added advantage

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