Senior Market Risk Manager/Market Risk Manager(Risk Modelling) Senior Market Risk Manager/Market Risk  …

Bank Of China (Hong Kong) Limited
in Hong Kong
Permanent, Full time
Last application, 12 Sep 21
Competitive
Bank Of China (Hong Kong) Limited
in Hong Kong
Permanent, Full time
Last application, 12 Sep 21
Competitive
Senior Market Risk Manager/Market Risk Manager(Risk Modelling)
Responsibilities:
  • Responsible for improving market risk models and monitoring the related model risk
  • Participate in the implementation and testing of the new treasury system
  • Participate in FRTB project to ensure regulatory compliance
  • Perform product due diligence and provide quantitative support to the new treasury products
  • Participate in market risk stress testing
  • Study the latest regulatory requirements in market risk modelling area

Requirements:
  • Degree with major in Risk Management, Quantitative Finance, Financial Engineering, Statistics , Math, Engineering or related discipline
  • Minimum 3 years working experience in quantitative modeling, model risk, market risk or trading;
  • Strong knowledge in market risk models and Basel regulatory requirements
  • Strong analytical mindset, possession of good communication and problem-solving skills
  • Proficiency in written and spoken English and Chinese, fluency in Mandarin is an added advantage
  • Experience with risk management systems (Kondor+, Murex or Risk Metrics etc.)


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