Review risk policies/guidelines/procedures and develop governance and management processes, including limit setting, methodology and assumption reviews that commensurate to the Bank's risk appetite.
Perform risk control functions, including daily report preparation, daily P&L and risk limit monitoring and investigate of limit warning/excess, proactively evaluate and analyze Market and ALM risk exposures and escalate to HO and/or Senior Management promptly when necessary.
Conduct forward looking risk assessment such as market and liquidity risks stress testing and review the assumptions and scenarios.
Involve in risk assessment and system enhancement arising from new product program, system upgrade/migration or others.
Play as a middle office role to support and attend query from Business Units including address concern raised by Head Office, internal/external auditors and regulators.
Ensure utmost compliance to regulatory requirements and internal risk management policies/guidelines/procedures at all times from risk assessment perspective.
Identify business requirements or issues and improve risk management mechanism effectively.
Support and back-up team mates whenever in needs.
Perform any other duties assigned from time to time.
Degree in Accountancy/Commerce/Business/Finance or equivalent, Professional qualification in FRM, PRM or CFA is a plus.
Minimum 5 - 10 years working experience in market risk management, asset and liability management and/or credit counterparty risk management.
Keep updated of regulatory requirements and strong knowledge of financial products across asset classes and market practice.
Strong understanding of derivatives pricing models and various risk measures.
Self-motivated, good working attitude and able to work well independently under pressure and tight deadlines.
Strong analytical, communication and interpersonal skills with good command of both English and Chinese as role require to liaise with Chinese speaking stakeholders.
Proficient in MS Office applications (Excel/VBA, Word, PowerPoint)