AVP, Market Risk Management (IR Flow and Fixed Income Products)

  • Negotiable
  • Hong Kong
  • Permanent, Full time
  • BOC International
  • 12 Dec 17 2017-12-12

As a leading investment bank in China and Hong Kong region, the investment banking arm of Bank of China, BOC International Holdings Limited (“BOCI”), is now seeking highly motivated, creative and success-oriented professional who would like to pursue the career for supporting our capital market business.

Responsibilities:

  • Prepare daily profit and loss (PnL) report and conduct attribution analysis, comments and related control check;
  • Prepare daily risk reports and monitor limits compliance;
  • Provide comment on new product, new business and other adhoc requests;
  • Pro-active Identify and escalate to management on potential market risk events and regulatory/policy changes;
  • Perform model validation and valuation control if needed;
  • Carry out price testing and verification if needed;
  • Participate in ad-hoc system implementation projects.

Requirements:

  • Minimum 5 years of working experience in risk management or product control functions of IR structured product or Fix-Income business
  • Post graduate qualification in a quantitative discipline is preferred
  • Detailed knowledge of IR/FX markets and Bond market, risk models and products is desirable
  • Strong programming skills, in particular C++ and VBA is preferred
  • Ability to work in a team, adhere to tight deadlines, develop and maintain relationships and effective communication with Front Office
  • Good command of English and Chinese, including Mandarin

Please apply in strict confidence with full resume, academic record, current and expected salaries.

(The personal data provided will be used for consideration of recruitment only. All personal data of unsuccessful candidatee will be destroyed within six months.)