Job Description
Job duties:
- Develop, design and prepare market risk monitoring and stress test reports
- Participate in new product development process
- Perform mark to market and revaluation on treasury products, fixed income products and other financial instruments
- Ad-hoc market risk exposure and position reports for local management and Head Office upon request
- Participate in treasury and other banking systems implementation projects
- Develop and maintain operational manuals
Job requirements:
- Degree holder or above with major in Risk Management, Financial Engineering or any Science disciplines
- Minimum 3 years’ experience in market risk management
- Good knowledge and experience in Macro, VBA, SQL, and related risk management tools