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 CommunicationsTower, 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)
Founded in 1908, Bank of Communications Co., Ltd. (Stock codes: A shares 601328, H shares 03328) is one of the oldest banks in China as well as one of the note-issuing banks in modern China. The Bank was listed on the Stock Exchange of Hong Kong Limited in June 2005 and on the Shanghai Stock Exchange in May 2007. The Bank currently has 202 domestic branches, comprising 30 provincial branches, 7 branches directly managed by the Head Office and 165 managed by provinces. It has also established 2,690 banking outlets in 215 cities and 159 counties nationwide. In addition, the Bank has set up 13 overseas institutions, comprising branches in Hong Kong, New York, San Francisco, Tokyo, Singapore, Seoul, Frankfurt, Sydney, Macau, Ho Chi Minh City, Taipei, Bank of Communications (UK) Co., Ltd. and representative office in Toronto. The Bank’s development strategy is to become “a first class listed universal banking group focusing on international expansion and specializing in wealth management".