Description

• Design, plan and implement the market risk management framework to ensure market risk in the bank is adequately and appropriately managed under the supervision of market risk head
• Perform market risk monitoring and stress testing for trading book portfolio and banking book FX and commodity portfolio.
• Review market risk related policies, procedures and limits.
• Draft management reports for market risk and present to relevant committees.
• Maintain active working relationship with internal stakeholders to ensure risk and control issues are identified and addressed
• Conduct investigations into market risk issues including data, system and model
• Participate in various market risk related projects and treasury system enhancement projects, including FRTB.
• Provide assistance in new product review, regulatory examination, external/internal audit tasks

• Bachelor Degree or above with major in Finance / Financial Engineering / Risk Management / Quantitative Finance is preferred
• FRM or CFA is a plus
• More than 3 years of professional work experience in financial services preferred
• Work independently and proficient in Excel / Access for large/complex data analysis, and Powerpoint / Word for presentation
• Proficient in spoken and written English and Chinese (including Mandarin) is a must
• Candidates with less experience will be considered as Officer or Senior Officer