Senior Manager, Market Risk Senior Manager, Market Risk …

OCBC Wing Hang Bank Limited
in Hong Kong
Permanent, Full time
Last application, 01 Jun 21
To be confirmed
OCBC Wing Hang Bank Limited
in Hong Kong
Permanent, Full time
Last application, 01 Jun 21
To be confirmed
Posted by:
Rita Mo • Recruiter
OCBC Wing Hang Bank Limited
Posted by:
Rita Mo
Recruiter
Senior Manager, Market Risk

Responsibilities

​- Assist the Team Head in implementing and maintaining a consistent framework on market risk control process.
- Assist the Team Head in preparing presentation materials and / or analyses for the ALCO and  RMC meetings.
- Monitor and control market risk limits, providing portfolio analysis
- Ensure all key risk measures are appropriate and PnL reported is consistent with risk taken
- Align market risk policies with Head Office and ensure local regulatory compliance
- Review and analyze any potential market incurred by any new products proposed by Business Units
- Participate in annual market risk limit and prepare the corresponding proposal
- Lead the group-wide IBOR transition project
- Participate FRTB and other system UATs as assigned by the Department Head
- Participate various stress test on market risk and Counterpart Credit Risk (CCR)

Requirements

​- University degree or above in Business Administration, Banking or Finance
- At least 7 years of relevant experience in retail banking or investment banks
- Excellent knowledge of treasury products, treasury pricing, risk models and market risk functions
- Strong at mathematical analysis and project management
- Familiar with Basel III FRTB and SA-CVA is preferrable
- Good analytical, interpersonal and communication and people management skills.
- Attentive to details and able to work under pressure
- Good command of spoken and written English and Chinese

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