MARKET RISK OFFICER

Responsibilities:

  • Evaluate, monitor and analyze market risk in the Bank.
  • Perform market risk related control, including limit review, limit monitoring and control all approved limits and escalate of limit breaches.
  • Perform system data validation and enhancements, develop and enhance systems and templates to capture and monitor risk data.
  • Conduct regular stress testing, perform data and scenario analysis.
  • Prepare risk report in a timely manner.
  • Risk management committees related preparation (presentation slide and committee's meeting minutes etc.).
  • Perform any other duties assigned from time to time.

Requirements:

  • Recognized bachelor degree or above, preferably in Finance, Mathematics or related discipline.
  • Professional certification such as FRM, PRM, and CFA will be advantageous.
  • Minimum 3 years of relevant experiences in market risk management in Banks.
  • Candidates with experience in Assets Management is advantageous.
  • Proficient in Mandarin to liaise with various Chinese-speaking stakeholders
  • Strong Treasury products and derivatives knowledge.
  • Good knowledge and experience across multiple asset classes and business lines.
  • Experience in IRRBB will be advantageous.
  • Good Excel, VBA, Access skills will be advantageous.
  • Good interpersonal skills to handle stakeholders across multiple departments.
  • Ability to work well under pressure and tight deadlines.
  • Ability to balance numerous tasks and responsibilities.

Salary: $5,000 Per Month