(Assistant) Financial Risk Manager (Product Control - Banking book)

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • Bank Of China (Hong Kong) Limited
  • 14 Feb 18 2018-02-14

(Assistant) Financial Risk Manager (Product Control - Banking book)

Responsibilities:

  • Conduct effective product control and valuation control of treasury products and derivatives in banking book.
  • Duties include daily P&L reporting and analysis, balance sheet substantiation, pricing parameter verification and market conformity checking.
  • Participate in treasury business development and related system enhancement projects
  • Support daily maintenance of internal database. Strengthen product control functions, streamline or revamp work flow and maintain related policy and procedures
  • First point of contact for front office to handle ad hoc queries on position, P&L.
  • To handle other ad-hoc tasks as assigned

Requirements:

  • University graduate with degree in Financial Engineering, Quantitative Finance, Risk Management, Finance, Economics, Accounting or related disciplines.  Further professional qualification such as ACCA, CPA, CFA, FRM would be a plus.
  • At least 2 year of working experience in equity and interest rate related treasury products and/or product control, solid experience in South East Asia is an advantage.
  • Proficiency in financial instruments & market operations.
  • Independent, strong analytical abilities and communication skill, good time management and high attention to details
  • Excellent written and oral English and Chinese, Mandarin preferred
  • Sound Knowledge and experience in VBA, SQL or related programming languages