Algo Trading Risk Manager / Senior Risk Manager Algo Trading Risk Manager / Senior Risk Manager …

Bank Of China (Hong Kong) Limited
in Hong Kong
Permanent, Full time
Last application, 11 Oct 20
Competitive
Bank Of China (Hong Kong) Limited
in Hong Kong
Permanent, Full time
Last application, 11 Oct 20
Competitive
Algo Trading Risk Manager / Senior Risk Manager
Job Responsibilities
  • Develop and maintain business-level risk management framework, policy, guideline, standard, and operation procedures with reference to applicable best practices to algo-trading business;
  • Manage technological risk by ensuring controls are properly designed, implemented and operated for algo-trading business ;
  • Define core risk indicators; collect, analyze and interpret the corresponding statistics for assisting the manager in overseeing business risk;
  • Design and carry out credit risk stress-testing programmes according to trading business requirements. Review, enhance, implement and maintain core risk stress-testing models.
  • Identify control gaps, review the residual risk level and make recommendation for risk treatment;
  • Recommend technology risk and security control measures and monitor the implementation for major projects;
  • Analyse security events for detection, investigation and response to potential security issue;
Qualifications
  • Master or Bachelor Degree holder in Statistics, Quantitative Finance, Risk Management or relevant discipline;
  • Equip with Professional qualification in CFA/FRM with at least 5 years relevant experience in banking or financial markets;
  • Sound knowledge in Basel regulatory requirements and banking practices in credit risk management, with hands-on experience in latest risk management development; knowledge in counterparty credit risk is a plus;
  • Strong analytical mind, independent, good problem-solving and multi-tasks handling ability;
  • Good communication and interpersonal skills with good report-writing skills;
  • Good command of PC skills and programming such as SAS, Excel VBA, Access SQL, Python and Chinese word processing is an advantage. Knowledge in Fermat/Risk Authority and Bloomberg application is preferable;
  • Proficient in both spoken and written English and Chinese, fluent in Putonghua is preferable.


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