A team member of Risk team in BBVA Shanghai. Perform, develop, and improve market risk management and reporting. Analyze and control imits on VaR, Sensitivities and Stop Loss.
- Provide input for regulatory reporting.
- Ensure effective communication with Front Office and the market risk team in Regional Office on market risk matters.
- Analyze and coordinate issues regarding New Products with different departments including Front Office and Back Office
- Perform ad-hoc assignments and handle special projects from time to time assigned by supervisor.
- Maintain the local policies including market risk policy and liquidity risk policy as well.
- University graduate or post-graduate in Risk Management, Financial Engineering, Quantitative Finance or any equivalent/relevant subjects.
- 3 years’ experience in Market Risk.
- Excellent knowledge of: Market risk - risk measurements (including VaR, Risk Sensitivities, etc.), valuation models and structured products; Local regulatory requirements – including market risk and liquidity risk.
- Highly motivated, self-starter who takes initiative.
- Proficiency in SQL, Excel VBA and MS Access.
- Excellent command of both spoken and written communications in English & Putonghua.
- FRM / CFA preferred.