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Job ref no.: SRMM-MR-KF-CT-NCB
Nanyang Commercial Bank

Senior Risk Management Manager - Market Risk (Ref: SRMM-MR-KF-CT-NCB)

Nanyang Commercial Bank

Job Highlights

  • Risk Management
  • Market Risk Monitoring / Model Validation
  • Perform product due diligence/assessment

Job Responsibilities :

  • Manage and maintain internal market risk management systems
  • Responsible for the implementation project of new market risk framework under Basel III final reform (aka FRTB) to ensure regulatory compliance in both qualitative and quantitative terms
  • Perform new product due diligence and assessment from market risk and model perspectives
  • Assist in market risk monitoring, model validation, stress testing, policy review and limit review
  • Liaise with the system analysts and system vendors for clarifying the user requirements in market risk aspects
  • Perform other ad hoc projects upon request

 

Job Requirements:

  • Degree holder in Risk Management, Financial Engineering, Quantitative Finance, Finance, Statistics or relevant discipline;
  • Professional qualification in CFA/FRM/PRM/Enhanced Competency Framework on Treasury Management (ECF-TM) is an advantage;
  • At least 5 years relevant working experience in market risk management;
  • Good understanding in treasury products and market risk management;
  • Sound knowledge in the regulatory requirements and development on market risk perspectives, with hands-on experience in latest risk management development;
  • Strong in PC and programming skills such as SQL, VBA, Excel;
  • Knowledge in market risk systems, e.g. RiskManager, Kondor+, Calypso, Bloomberg, Reuters, is preferable;
  • Project management experience is an added advantage;
  • Strong analytical mind, independent, good problem-solving and multi-tasks handling ability;
  • Good communication and interpersonal skills, with good report-writing skills;
  • Proficient in both spoken and written English and Chinese, fluent in Putonghua is preferable.

 

Candidates with less experience may be considered as Risk Management Manager.

 

If you are flexible enough and zeal for a harmonious and supportive working environment where enables you to grow and succeed professionally, please send a full resume indicating your public examination results (HKCEE and HKALE / HKDSE), your present and expected salary and quoting reference number attention to Talent Acquisition Division, Nanyang Commercial Bank, 151 Des Voeux Road Central, Hong Kong or apply through email [via CTgoodjobs Apply Now ]. For details, please visit https://www.ncb.com.hk/ and select the page Recruit.

 

We are an Equal Opportunities Employer. Data collected would be used for recruitment purposes only. Applicants who do not hear from us within 8 weeks may consider their applications unsuccessful and their data will be destroyed within 12 months of receipt.

 

 

More job information
Job ref no. SRMM-MR-KF-CT-NCB
Salary
Benefits
  • 5-day week
  • Dental plan
  • Discretionary bonus
  • Education subsidies
  • Housing allowance
  • Insurance plan
  • Meal allowance
  • Medical plan
Job Function
Location
  • Central
Work Model
  • On-site
Industry
Employment Term
  • Permanent
  • Full-time
Experience
  • 5 years - 6 years
Career Level
  • Non-management level
Education
  • Degree