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Senior Market Risk Manager/Market Risk Manager

Full-time
Lead (more than 10 years)

Posted 

Technical Skills

  • Compliance
  • Due Diligence
  • Financial Engineering
  • FX
  • Market Risk
  • Microsoft Exchange Server
  • Quantitative Finance
  • Risk Management
  • Statistics
  • Treasury
  • Value at Risk
  • VBA

Job Description

Senior Market Risk Manager/Market Risk Manager

Location: Hong Kong

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
Employment TypeFull-time
Career LevelLead (more than 10 years)
Education LevelNon-specified
QualificationCertified Financial Risk Manager (FRM), CFA Level III / CFA Charterholder
LanguageEnglish, Cantonese, Mandarin (Putonghua)
Bank of ChinaInvestment Banking and Brokerage

24/F Bank of China Tower 1 Garden Road Hong Kong

directions_walk10 mins walk from Admiralty Station