Market Risk - Global Investment Bank

Responsibilities:

• Provide market risk management and related model validation and analytics support

• Oversee daily / on-going risk reporting, analysis, stress testing and contribute to the continuous improvement of the reports in order to effectively communicate market risk to senior management and committees

• Work closely with business on their daily activities and development of new products and business initiatives

• Participate in the implementation of enhanced risk management framework to ensure risks are holistically measured

• Assisting in risk policies, procedures, models and documentations development to ensure compliance with regulatory and market standard

• Provide specification of user requirements and prototyping and perform User Acceptance Test in the development of new risk management infrastructure

• Identify areas of improvement to simplify work process, thereby increasing efficiency and effectiveness, delivering more quality information for decision making and reducing audit findings and operational incidences

Requirements:

• Minimum 5 years' market experience in market risk

• Solid knowledge in risk management model, governance and framework including policy designs and enhancement

• Good understanding on the features and benefits of equities, fixed income, interest rate, FX, treasury and/or associated derivative products for investment banking

• Prior experience in areas of improvement to simplify work process, increasing efficiency and

• Knowledge in statistical and quantitative analysis.