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Posted on 2022-12-02
Bank of Communications Co., Ltd. Hong Kong Branch

Senior Analyst, Market Risk

Bank of Communications Co., Ltd. Hong Kong Branch

  • Responsible for monitoring the Bank’s investment portfolio, including bond, FX, IR, commodity and credit products, and performing daily market risk analysis such as market data, pricing model, sensitivity model, VaR model
  • Implement IFRS9 hedge accounting, CSA and ARR discounting for FX and IR products
  • Perform stress testing for market risk, including reverse stress test
  • Implement market risk FRTB project, CVA/DVA and PFE
  • Degree holder or above with major in Financial Engineering, Statistics, Mathematics or equivalent qualifications at HKQF level 5, with FRM or CFA qualification is an advantage
  • Minimum 3 years’ relevant experiences in banking or financial sector, with intensive knowledge on pricing model and market risk models for FX, IR and Credit products
  • Familiar with market risk system, such as Summit, KRM, Bloomberg
  • Strong programming skill is a must
  • Knowledge of Partial Differential Equation and Stochastic Differential Equation is a plus

Candidate with more experience will also be considered as Manager, Market Risk 

The above post requires proficiency in English, Cantonese and Putonghua.

We offer attractive remuneration package to the right candidates. Please send your full resume with expected salary to The Human Resources Manager, Bank of Communications Co., Ltd., 10/F, Bank of Communications Tower, 231-235 Gloucester Road, Wan Chai, Hong Kong, or fax to 2838 9209, or e-mail to : [via CTgoodjobs Apply Now ]. 

Data held by the Bank relating to employment applications will be kept confidential and used only for consideration of applications. The bank may also refer suitable applicants to other vacancies within the Group. All personal data of unsuccessful applicants will be destroyed after the recruitment exercise. A copy of Personal Information Collection Statement is available upon request.

Bank of Communications Co., Ltd. Hong Kong Branch (Incorporated in the People's Republic of
China)

More job information
Salary
Job Function
Industry
Employment Term
  • Full-time
Experience
  • 3 years - 8 years
Career Level
  • Entry level
Education
  • Degree