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Job ref no.: CT3114630-01#6401

Market Risk - Vice President / Team Head

Midas Associates Limited

Benefits
  • 5-day week

We are now looking for 2-3 candidates to fill the posts of our various clients, mainly Chinese Banks, for its Market Risk Team. For VP level, Around 8 years relevant experience is expected. There is also opportunity for candidate with more experience to be considered as Team Head.

Job Description

1. Monitor Trading Book Market Risk and Banking Book interest rate risk.

2. Prepare risk monitoring reports and explain to senior management on the risk changes.

3. Perform regular and ad hoc analysis on various risk indicators (eg, BPV, CS01, NOP etc), VaR, and stress testing.

4. Prepare and present risk analysis report and proposal for Management / Committees.

5. Perform system UATs and handle system upgrade and migration projects.

6. Ensure full compliance to the internal and external audits and risk assessments.

7. Participate in latest Basel projects, including IRRBB and FRTB.

8. Participate in implementation and launching of new treasury and investment products, and establishing / refining risk control policy and procedures for such products.

9. Liaise with local regulatory bodies and internal audit.

 

Requirements

1.  University graduate or above Minimum of 8 years experience in market risk / interest rate risk management.

2.  Sound knowledge in Treasury products.

3.  Spoken and written Chinese Experience in dealing with local regulators, internal / external audit preferred.

 

Interested parties, please send your updated CV by clicking Apply Now for a confidential chat. 

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More job information
Job ref no. CT3114630-01#6401
Salary
  • N/A
Job Function
Industry
Employment Term
  • Permanent
  • Full-time
Experience
  • 8 years - 13 years
Career Level
  • Senior management level
Education
  • Degree