Risk Manager - Market Risk Management

Job duties: Participate in the implementation/upgrading and testing of the treasury systems Perform product due diligence and provide quantitative support to the new treasury products Participate in improving market risk models and monitoring the related model risk Prepare market risk reports for senior management Requirements: Degree holder (Major in Risk Management, Quantitative Finance, Financial Engineering, Statistics, Math or related finance discipline) At least 3 years' experience i

Bank Of China (Hong Kong) Limited - Hong Kong - Full time

Salary: Competitive

Job duties:
  • Participate in the implementation/upgrading and testing of the treasury systems
  • Perform product due diligence and provide quantitative support to the new treasury products
  • Participate in improving market risk models and monitoring the related model risk
  • Prepare market risk reports for senior management
Requirements:
  • Degree holder (Major in Risk Management, Quantitative Finance, Financial Engineering, Statistics, Math or related finance discipline)
  • At least 3 years' experience in market risk, trading or other related areas
  • Strong knowledge in market risk models and Basel regulatory requirements is preferred
  • Strong analytical mindset, good communication and problem-solving skills
  • Proficiency in written and spoken English and Chinese, fluency in Mandarin is an added advantage
  • Experience with risk management systems (Murex or Risk Manager, etc.) is an added advantage
  • Proficiency in VBA programming or other programming languages
  • Possession of professional qualification of CFA, FRM, or Enhanced Competency Framework on Treasury Management is an added advantage
#LI-CT1

Apply
20823890

OTHER ASIAXPAT SITES:

Ad