Responsibilities

• Perform day-to-day market risk and credit risk analysis and reporting, risk limits monitoring and reporting
• Responsible for SQL risk database development and maintenance
• Conduct back testing and review of risk parameters
• Perform market (exposures, VaR, stress test) and credit risk (jump-to-default, potential exposures) risk management models and calculate risk capital usage

 Requirements

• Degree holder in Risk Management or relevant discipline
• 3 years’ relevant working experience in market risk in financial industry is preferable
• Strong analytical/quantitative and programming skills, e.g. Excel, VBA, SQL
• Good understanding of market risk management concepts, practice and models is an advantage
• Excellent communication skill, good analytical mind, ability to operate in fast-paced and collaborative environment
• Proficiency in English, Cantonese and Mandarin

 Candidates with less experience will be considered as Analyst.

For more details about career opportunities in KGI, please visit our website http://www.kgieworld.com/Careers.aspx?sc_lang=en

Please send application with resume and expected salary quoting the job reference to the HR Department, 41/F, Central Plaza, 18 Harbour Road, Wanchai, Hong Kong. 

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