Senior Associate, Market Risk

  • $HK 55,000 - 60,000 per month
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Eames Consulting Hong Kong , EA Licence No: 16S8091
  • 21 May 18 2018-05-21

My client is one of the worlds leading bulge bracket banks.

Duties & responsibilities:

  • Daily oversight of market risk exposures – via preparation and/or review of daily oversight risk reports, daily interaction with the business units.
  • Identify Market and other risks associated with those trading activities to ensure compliance with APRA and regional regulatory requirements
  • Review Limit structures to ensure completeness and appropriateness on a desk by desk basis. Propose new limits as and when necessary
  • Investigation and analysis of risk positions as necessary with escalation as required.
  • Provide challenge to 1st line on risk issues
  • Recommend approval for new product / new business development activities.
  • Identification recommendation of risk policy gaps and improvements where required including Market Risk infrastructure development
  • Rates and Revaluation responsibility confirming independence and integrity of rates and sources and referring revaluation rates to Rates & Revaluation Committee for ruling where integrity or availability issues arise.

Background:

  • 5yr+ Experience within a Market Risk or Oversight function
  • Thorough understanding of multiple types of market risk taken in different trading books, and a clear understanding of the underlying product types traded
  • Understanding and application of appropriate limit and oversight infrastructure required to identify, understand and manage these risks