Senior Market Risk Manager/Market Risk Manager Senior Market Risk Manager/Market Risk Manager …

Bank Of China (Hong Kong) Limited
à Hong Kong, Hong Kong, Hong Kong
CDI, Plein-temps
Dernière candidature, 15 juin 19
Competitive
Bank Of China (Hong Kong) Limited
à Hong Kong, Hong Kong, Hong Kong
CDI, Plein-temps
Dernière candidature, 15 juin 19
Competitive
Senior Market Risk Manager/Market Risk Manager
Responsibilities:
  • Participate in the new Basel market risk capital requirement project (FRTB) to ensure regulatory compliance
  • Perform product due diligence and provide quantitative support to the new treasury products
  • Responsible for the development and monitoring of market risk models
  • Responsible for the management and monitoring of structural foreign exchange risk
  • Participate in the implementation and testing of the new treasury system.
  • Review the latest regulatory requirements in market risk area
Requirements:
  • Degree with major in Risk Management, Quantitative Finance, Finance , Financial Engineering, Statistics or related discipline
  • Holder of professional qualification - CFA, FRM, CIIA or being qualified for Enhanced Competency Framework on Treasury Management
  • At least 10 years experience in Treasury Management, of which, at least 5 years experience in market risk management areas
  • Strong knowledge in market risk models, application of VaR and ES, and Basel regulatory requirements
  • Experience in structural foreign exchange risk management preferred
  • Strong analytical mindset, possession of good communication and problem-solving skills
  • Good command of written and spoken English and Chinese, fluency in Mandarin is an added advantage
  • Experience with risk management systems (e.g. Kondor+, Murex, etc.) and infrastructure across all asset classes
  • Proficiency in VBA programming and PC applications
  • Candidate with less experience will be considered as Market Risk Manager

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