Senior Market Risk Manager/Market Risk Manager

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Bank Of China (Hong Kong) Limited
  • 20 Sep 18 2018-09-20

Senior Market Risk Manager/Market Risk Manager

Responsibilities:

  • Lead 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 validation of market risk models
  • Participate in the implementation and validation 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 project management preferred
  • Strong analytical-minded, 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 and infrastructure across all asset classes
  • Proficiency in VBA programming and PC applications
  • Candidate with less experience will be considered as Market Risk Manager