Market Risk Analyst, Shanghai Branch Market Risk Analyst, Shanghai Branch …

BBVA
in Shanghai, Shanghai Shi, China
Permanent, Full time
Last application, 06 Apr 20
Competitive
BBVA
in Shanghai, Shanghai Shi, China
Permanent, Full time
Last application, 06 Apr 20
Competitive
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.

 

Requirements:

  • 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.

 

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