Market Risk Manager (Model monitoring and improving)

PERSOLKELLY Hong Kong Limited, EA Licence No: 68637
Hong Kong, Hong Kong
Oct 06, 2022
Oct 14, 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time

A fantastic opportunity to join one of Hong Kong's largest commercial banking groups as a Manager or Senior Manager of Market Risk

Company Profile

Our client company is one of the strongest international banking brands in the Asia Pacific region

  • Responsible for monitoring and improving market risk models
  • Support the implementation and testing of the new treasury system
  • Support FRTB projects to ensure regulatory compliance
  • Conduct product due diligence and provide quantitative support to the new treasury products
  • Support market risk stress testing
  • Be up to date with the latest regulatory requirements in the market risk modelling area

  • Degree with a major in Risk Management, Quantitative Finance, Financial Engineering, Statistics, Math, or related discipline
  • At least 3 years' experience in market risk, trading, or other related areas for manager candidate
  • At least 8 years' experience in Treasury Management or other related areas, of which, at least 5 years' experience in market risk management or other related areas for senior manager candidate
  • Strong knowledge in market risk models and Basel regulatory requirements
  • Strong analytical mindset, possession of good communication and problem-solving skills
  • 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
  • Proficiency in written and spoken English and Chinese, fluency in Mandarin is an added advantage

Action Now

Please click 'apply now' or contact Wictor Willumsen via direct line +852 2281 0060 or email for a confidential discussion about this role and other exciting opportunities.
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