Job Responsibilities:

Responsible for a full range of market risk activities to report, monitor and control the Bank's market risk exposure
Assist the team head in enhancing Market Risk management framework and related policies to fulfill regulatory requirement and supervision from ALCO, Risk Committee, HKMA and Headquarters
Punctually and accurately produce routine risk management reports, mainly in the trading book, including internal, regulatory and public disclosure reports for the VaR, stress testing, back testing, scenario analysis and off-market checking results; explain the mark-to-market profit and loss; and use MS Excel and Access to automate the report and build up and maintain the related risk database
Supervise a subordinate staff for the preparation of risk monitoring and other risk reports.
Design and develop market risk reports for new products and business
Responsible for price model validation for both vanilla financial products and complex structured products
Set up market data related to valuation of various financial products and routinely check the accuracy of the market data
Handle ad hoc tasks and projects when required

Job Requirements:

Degree Holder in quantitative finance area (e.g. Risk Management / Financial Engineering / Financial Mathematics), preferably with Information Systems or Programming background
Familiar with risk management techniques in VaR methodology, pricing models for FX and interest rate derivatives
In-depth knowledge of financial products including pricing, market liquidity, and volatility
At least 8 years of relevant experience in Treasury or Market Risk gained within the financial services sector, ideally with experience in supervising junior staff.
Strong skills in VBA programming with MS Excel and Access
Well-versed in Bloomberg and Reuters system
FRM/CFA holder is preferred
With can-do and proactive working attitude, and problem-solving skills
Good communication skills with traders and other risk colleagues
Fluency in English and Mandarin and solid written skills in English and Chinese are essential