Assistant Manager, Market Risk Management
Fubon Bank (Hong Kong) Limited
- Company Industries:Financial Services
Job Information
- Post Date:2013-08-29
- Career Level:Middle
- Location:Central & Western Area
- Yr(s) of Exp:5 years
- Qualification:Degree
- Salary:Negotiable
- Employment Type:Full Time, Permanent
- Job Function:Analyst Treasury Others
Job Description
Responsibilities:
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Perform daily market data control and validate MTM valuation
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Perform Product risk assessment and analysis
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Support and maintain and efficient market risk reporting tools and analytics
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Develop internal pricing models for MTM and risk analysis purposes
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Implement VaR analysis, stress testing and back testing
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Participate in treasury and market risk management system implementation and testing
Requirements:
- University degree in Risk Management, Statistics, Financial Engineering or quantitative discipline
- Minimum 5 years experience in market risk management and/ or product control
- Good knowledge of the nature and exposure of treasury products and structured products
- In-depth knowledge of Kondor, Summit, Bloomberg and Reuters
- Ability to work under pressure, with strong communication, interpersonal and analytical skills
- Strong skills in managing large amount of financial data and using VBA, SQL, Matlab
For other vacancies, please visit our website: www.fubonbank.com.hk
Interested parties apply with full resume indicating current and expected salary to The Human Resource Division, Fubon Bank (Hong Kong) Limited via email: fubonbankhr.fbhk@fubon.com (Please quote our reference 2013J097).
*Personal data provided by job applicants would be used for recruitment purposes only.
Company Info
Fubon Bank, an identity that reflects the commitment of providing customers with Value Banking Service - "Get More than You Expect" , is also a leading
distributor of investment solutions and services, supported by a broad range of products, a talented and dynamic team.
In line with our business expansion, we are inviting committed professionals to join our team. If you have the passion and belief that you can grow with our business, and contribute to our success, capitalize
on this career opportunity.
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