Responsibilities:
• Provide market risk management and related model validation and analytics support
• Oversee daily / on-going risk reporting, analysis, stress testing and contribute to the continuous improvement of the reports in order to effectively communicate market risk to senior management and committees
• Work closely with business on their daily activities and development of new products and business initiatives
• Participate in the implementation of enhanced risk management framework to ensure risks are holistically measured
• Assisting in risk policies, procedures, models and documentations development to ensure compliance with regulatory and market standard
• Provide specification of user requirements and prototyping and perform User Acceptance Test in the development of new risk management infrastructure
• Identify areas of improvement to simplify work process, thereby increasing efficiency and effectiveness, delivering more quality information for decision making and reducing audit findings and operational incidences
Requirements:
• Minimum 2 years’ market experience in market risk
• Solid knowledge in Warrant and CBBC products
