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
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.