(Senior) Risk Manager - Market Risk Management

Job duties:

Participate in the implementation and testing of the new treasury system
Perform product due diligence and provide quantitative support to the new treasury products
Participate in market risk stress testing
Participate in improving market risk models and monitoring the related model risk
Study the latest regulatory requirements in market risk modelling area

Requirement:

Degree with major in Risk Management, Quantitative Finance, Financial Engineering, Statistics, Math, Engineering 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
Proficiency in written and spoken English and Chinese, fluency in Mandarin is an added advantage
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

Référence 498970

Plus d'offres de Bank Of China (Hong Kong) Limited

Bank Of China (Hong Kong) Limited

Hong Kong

il y a 21 jours Full time Competitive