Job Description
Responsibilities:
- Perform market risk and interest rate risk analysis
- Monitor and report for trading book and booking book
- Conduct market and interest rate risk stress testing and internal model back testing
- Prepare risk reports for management
- Participate in market risk and interest rate risk system enhancement projects
Requirements:
- University graduate or post-graduate in Risk Management, Statistics, Quantitative Finance or related disciplines
- Minimum of 2 years’ experience in the banking industry or financial institutions
- Good understanding of the nature and exposure of financial products
- Sound knowledge of SQL, VBA or related analytic tools
Candidates with more working experience will be considered for the position “Senior Risk Manager”