- Assist the Team Head in implementing and maintaining a consistent framework on market risk control process.
- Assist the Team Head in preparing presentation materials and / or analyses for the ALCO and RMC meetings.
- Monitor and control market risk limits, providing portfolio analysis
- Ensure all key risk measures are appropriate and PnL reported is consistent with risk taken
- Align market risk policies with Head Office and ensure local regulatory compliance
- Review and analyze any potential market incurred by any new products proposed by Business Units
- Participate in annual market risk limit and prepare the corresponding proposal
- Lead the group-wide IBOR transition project
- Participate FRTB and other system UATs as assigned by the Department Head
- Participate various stress test on market risk and Counterpart Credit Risk (CCR)
- University degree or above in Business Administration, Banking or Finance
- At least 7 years of relevant experience in retail banking or investment banks
- Excellent knowledge of treasury products, treasury pricing, risk models and market risk functions
- Strong at mathematical analysis and project management
- Familiar with Basel III FRTB and SA-CVA is preferrable
- Good analytical, interpersonal and communication and people management skills.
- Attentive to details and able to work under pressure
- Good command of spoken and written English and Chinese