Supervise and manage the market risk team to perform daily tasks and management reporting
Measure and monitor the market risk and credit derivatives risk by reviewing the risk parameters and methodologiesfor the stress testing, risk capital, VaR and other risk factors
Verify the pricing and risk modelsof new products, and conduct back testing on the models
Streamlinerisk monitoring procedures and workflow
Responsiblefor SQL risk database development and maintenance
Review and update the risk management policies and procedures from time to time
Degree holder in Risk Management or relevant discipline
6 years’ relevant working experience in market risk in financial industry is preferable
Strong analytical/quantitative and programming skills, e.g. Excel, VBA, SQL
Good understanding of market risk management concepts, practice and models
Excellent communication skill, good analytical mind, ability to operate in fast-paced and collaborative environment
Proficiency in English, Cantonese and Mandarin
Candidates with less experience will be considered as Manager.
For more details about career opportunities in KGI, please visit our website: http://www.kgieworld.com/Careers.aspx?sc_lang=en
Please send application with resume and expected salary quoting the job reference mailto:email@example.com or mail to HR Department, 41/F, Central Plaza, 18 Harbour Road, Wanchai, Hong Kong.
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