VP, Market Risk

  • Negotiable
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Talent Axis
  • 16 Jul 18 2018-07-16

Our client, a well-established bank, is now seeking an experienced candidate to join their team.

Responsibilities:

  • Prepare and present risk analysis report and proposal for Management / Committees
  • Prepare risk monitoring reports and explain to senior management on the risk changes
  • Perform regular and ad hoc analysis on various risk indicators (eg, BPV, CS01, NOP etc), VaR, and stress testing
  • Liaise with local regulatory bodies and internal audit
  • Perform system UATs and handle system upgrade and migration projects
  • Ensure full compliance to the internal and external audits and risk assessments
  • Participate in latest Basel projects, including IRRBB and FRTB
  • Monitor Trading Book Market Risk and Banking Book interest rate risk
  • Participate in implementation and launching of new treasury and investment products, and establishing / refining risk control policy and procedures for such products

 

Requirements:

  • University graduate or above
  • Minimum of 8 years' experience in market risk / interest rate risk management
  • Sound knowledge in Treasury products
  • Experience in dealing with local regulators, internal / external audit preferred
  • Good command of both English and Chinese (including Putonghua)