Job Description
Job duties:
- Advise senior management and relevant business units on market risk issues
- Lead a team to establish and review the market risk related policies and procedures manuals
- Review and develop market risk monitoring and stress test reports, as well as ad-hoc market risk exposure and position reports for local management and Head Office upon request
- Manage mark to market and revaluation on fixed income products and other financial instruments
- Participate in new product development process especially treasury products
- Participate in treasury and other banking systems implementation projects
Job requirements:
- Degree holder or above with major in Risk Management, Financial Engineering or any Science disciplines
- With CFA and FRM qualification is an advantage
- Minimum 8 years’ experience in market risk management with exposure to both plain vanilla and structured products
- Sound knowledge and experience in Macro, VBA, SQL, VaR and related risk management tools etc.
Candidate with less experience can be considered for the position “Senior Manager”