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.
- 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