As a leading investment bank in China and Hong Kong region, the investment banking arm of Bank of China, BOC International Holdings Limited (“BOCI”), is now seeking highly motivated, creative and success-oriented professional who would like to pursue the career in our group.
The incumbent is responsible for providing risk oversight to the investment activities and acting as backup of control management. This role requires active interaction with the front office, quality assurance manager and the management.
- Perform analysis and monitoring of portfolios
- Perform deep dive review, including analysis of stress test, liquidity risk, excess return and compare with the risk profile of the portfolio
- Perform stress scenario analysis on portfolios against thresholds
- Perform liquidity risk monitoring for portfolios in scope and investigate liquidity risk trigger drivers
- Analyze VaR and PnL for risk/return analysis and provide commentary for key VaR drivers and VaR movement at asset, strategy and portfolio levels for regulatory purpose
- Develop and enhance risk methodologies to detect and analyze concentration and systemic risk of portfolios
- Conduct ad hoc investigations and analysis into risk or market issues
- Act as back up of control management such as control breaks and resolution, control governance & reporting and control identification/assessment
- Perform other ad hoc tasks as required
- High-energy and hands-on individual with 6 – 8 years relevant work experience
- Sound knowledge in the financial markets and investment risk management
- Experience in investment risk analytic tools or systems
- Details oriented, ability to deep dive on processes and improve controls/ efficiencies
- Ability to understand business processes and their risk implication, analyze complex situations, reach appropriate conclusions and make value-added and practical recommendations
- Strong communication skills
- Takes ownership and initiative through problem identification and resolution
Notes to applicants:
- Please apply in strict confidence with full resume, academic record, current and expected salaries.
- The personal data provided will be used for consideration of recruitment only. All personal data of unsuccessful candidate will be destroyed within 24 months.
- Candidates with Enhanced Competency Framework (ECF): please state on the CV.