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

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
• At least 3 years experience in market risk, trading or other related areas for manager candidate;
• At least 8 years experience in Treasury Management or other related areas, of which, at least 5 years experience in market risk management or other related areas for senior manager candidate;
• 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.) is an added advantage
• Proficiency in VBA programming or other programming languages
• Holding professional qualification – CFA, FRM, CIIA or being qualified for Enhanced Competency Framework on Treasury Management is an added advantage

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.