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