Market Risk Analyst / Sr. Analyst Market Risk Analyst / Sr. Analyst …

BBVA
à Hong Kong, Hong Kong, Hong Kong
CDI, Plein-temps
Dernière candidature, 25 juin 19
Competitive
BBVA
à Hong Kong, Hong Kong, Hong Kong
CDI, Plein-temps
Dernière candidature, 25 juin 19
Competitive
A team member of Market Risk Asia team. Perform, develop, and improve market risk management and reporting. Analyze and control imits on VaR, Sensitivities and Stop Loss.
Job Description: • Perform, develop, and improve risk reporting. Analyze and control limits on VaR, Sensitivities and Stop Loss. • Perform ad hoc assignments and handle special projects from time to time assigned by supervisor. • Ensure effective communication with Front Office and the market risk team in Head Office on market risk matters. • Coordinate/liaise issues regarding New Products with different departments including Front Office and Back Office. • Provide input for regulatory reporting. Requirements: • University graduate or post-graduate in Risk Management, Financial Engineering, Quantitative Finance or any equivalent/relevant subjects. • 3 years’ experience in Market Risk. • Possess knowledge about risk measurement including VaR, Risk Sensitivities, Valuation Models. Familiar with different financial product structures. • Highly motivated, self-starter who takes initiative. • Proficiency in SQL, Excel VBA and MS Access. • Excellent command of both spoken and written English. • Exposure on banking book structural interest rate risk is a plus. • FRM / CFA preferred.
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