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Job ref no.: 495041 (CT3119747-01#0786)
Bank of China (Hong Kong) Limited

Senior Market Risk Manager/Market Risk Manager

Bank of China (Hong Kong) Limited

Benefits
  • 5-day week
  • Birthday leave
  • Compassionate leave
  • Competitive pay
  • Dental plan
  • Discretionary bonus
  • Education subsidies
  • Extra maternity leave
  • Extra paternity leave
  • Family medical plan
  • Housing allowance
  • Insurance plan
  • Marriage leave
  • Medical plan
  • … + 8 more

Job No.: 495041
Employment Type: Full time
Departments: Risk Management Department
Job Functions: Risk Management

 

Responsibilities:

  • Participate in the new Basel market risk capital requirement project (FRTB) to ensure regulatory compliance
  • Perform product due diligence and provide quantitative support to the new treasury products
  • Responsible for the development and monitoring of market risk models
  • Responsible for the management and monitoring of structural foreign exchange risk
  • Participate in the implementation and testing of the new treasury system.
  • Review the latest regulatory requirements in market risk area

 

Requirements:

  • Degree with major in Risk Management, Quantitative Finance, Finance , Financial Engineering, Statistics or related discipline
  • Holder of professional qualification – CFA, FRM, CIIA or being qualified for Enhanced Competency Framework on Treasury Management
  • At least 10 years experience in Treasury Management, of which, at least 5 years experience in market risk management areas
  • Strong knowledge in market risk models, application of VaR and ES, and Basel regulatory requirements
  • Experience in structural foreign exchange risk management preferred
  • Strong analytical mindset, possession of good communication and problem-solving skills
  • Good command of written and spoken English and Chinese, fluency in Mandarin is an added advantage
  • Experience with risk management systems (e.g. Kondor+, Murex, etc.) and infrastructure across all asset classes
  • Proficiency in VBA programming and PC applications
  • Candidate with less experience will be considered as Market Risk Manager

 

We offer competitive remuneration package and comprehensive fringe benefits including medical and life insurance, and different types of allowances to the right candidates. For details, please visit our website http://www.bochk.com

To apply: https://careers.pageuppeople.com/798/cw/en/job/495041/senior-market-risk-managermarket-risk-manager-11232

Data collected would be used for recruitment purposes only. Applicants who do not hear from us within 8 weeks may consider their application unsuccessful and their data will be destroyed within 24 months of receipt.

More job information
Job ref no. 495041 (CT3119747-01#0786)
Salary
  • N/A
Job Function
Industry
Location
  • Central
Employment Term
  • Permanent
  • Full-time
Experience
  • 10 years - 15 years
Career Level
  • Middle management level
Education
  • Degree
  • Master's degree