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Job ref no.: 498162
Bank of China (Hong Kong) Limited

Senior Market Risk Manager/Market Risk Manager(Risk Modelling)

Bank of China (Hong Kong) Limited

Job No.: 498162
Employment Type: Full time
Departments: Risk Management Department
Job Functions: Risk Managemen

Responsibilities:

  • Responsible for improving market risk models and monitoring the related model risk
  • Participate in the implementation and testing of the new treasury system
  • Participate in FRTB project to ensure regulatory compliance
  • Perform product due diligence and provide quantitative support to the new treasury products
  • Participate in market risk stress testing
  • Study the latest regulatory requirements in market risk modelling area

Requirements:

  • Degree with major in Risk Management, Quantitative Finance, Financial Engineering, Statistics, Math, Engineering or related discipline
  • Minimum 3 years working experience in quantitative modeling, model risk, market risk or trading;
  • Strong knowledge in market risk models and Basel regulatory requirements
  • Strong analytical mindset, possession of good communication and problem-solving skills
  • Proficiency in written and spoken English and Chinese, fluency in Mandarin is an added advantage
  • Experience with risk management systems (Kondor+, Murex or Risk Metrics etc.)

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/498162/senior-market-risk-managermarket-risk-managerrisk-modelling=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. 498162
Salary
Job Function
Industry
Employment Term
  • Permanent
  • Full-time
Experience
  • 3 years - 8 years
Career Level
  • Senior management level
Education
  • Degree