Senior Market Risk Manager

Senior (6-10 years)

Technical Skills

  • Derivatives
  • Financial Engineering
  • FX
  • Interest Rate Derivatives
  • Market Risk
  • Microsoft Access
  • Microsoft Excel
  • Risk Management
  • Stress testing
  • Structured Products
  • Treasury
  • Value at Risk
  • VBA

Job Description

Senior Market Risk Manager

Location: Admiralty

Job Responsibilities:

  • Responsible for a full range of market risk activities to mitigate and manage the Bank's market risk exposure;
  • Enhance Market Risk management framework and related policies to fulfill regulatory requirement and supervision from ALCO, Risk Committee, HKMA and Headquarters;
  • Design and develop risk management reports including internal, regulatory and public disclosure reports for the VaR, stress testing, back testing, and scenario analysis results of the trading portfolio and the banking book;
  • Responsible for price model validation for both vanilla financial products and complex structured products;
  • Handle ad hoc tasks and projects when required.

Job Requirements:

  • Degree Holder in Risk Management / Financial Engineering preferably with Information Systems or Programming background;
  • Familiar with risk management techniques in VaR methodology, pricing models for FX and interest rate derivatives, statistical techniques;
  • In-depth knowledge of financial products including pricing, market liquidity, volatility;
  • At least 7 years of relevant experience in Treasury or Market Risk gained within the financial services sector;
  • Strong skills in VBA programming with MS Excel and Access;
  • Fluency in English and Mandarin is essential.

Interested candidates please apply in full resume with earliest availability, contact number, current & expected salary to HR Department: [email redacted, apply via Jobable] .

Personal data provided will be used for recruitment and related purposes, strictly in accordance with our Personal Data Policy for Applicants for Employment, a copy of which is available on request. Applicants who are not contacted within 6 weeks may consider your applications unsuccessful and the personal data collected will be destroyed after six months.

Employment TypeFull-time
Career LevelSenior (6-10 years)
Education LevelBachelor
LanguageEnglish, Mandarin (Putonghua)