Responsibilities

• Conduct daily monitoring of market risk exposure in accordance to the Group’s risk appetite.
• Provide valuation and market risk measurement on different business lines and financial products.
• Prepare regular risk reports to senior management.
• Perform periodic review of market risk limits to ensure that the risk measures and limits are commensurate with the markets and business strategy.
• Assist in drafting market risk management policies, procedure manuals and model building.
• Assist in other ad hoc matters or additional duties as assigned

Requirements

• University degree preferably in Risk Management, Statistics, Quantitative Finance or related disciplines, professional qualifications of FRM / CFA are preferred
• Minimum of 5 years of market risk experience preferably in banks / securities / wealth management firms
• Strong with modelling and good knowledge in VBA
• Self-motivated and detail-minded with the ability to work independently and under pressure
• Excellent command in spoken and written English and Chinese, fluency in Mandarin