Job Responsibilities:

• Responsible for identifying, measuring, monitoring and reporting market risk of the trading activities in the bank;
• Manage and maintain internal market risk management systems. Understand the new market risk framework under Basel III final reform (aka FRTB) to ensure regulatory compliance in both qualitative and quantitative terms;
• Perform new product due diligence and assessment from market risk and model perspectives;
• Assist in market risk model validation, stress testing, policy review and limit review;
• Liaise with the system analysts and system vendors for clarifying the user requirements in market risk aspects. Perform other ad hoc projects upon request.

Job Requirements:

• Bachelor’s degree or above in Risk Management, Quantitative Finance, Finance, Statistics or related disciplines;
• 2-3 years relevant working experience in market risk management;
• Good understanding in treasury products and market risk management;
• Sound knowledge in the regulatory requirements and development on market risk perspectives, with hands-on experience in latest risk management development;
• Strong in PC and programming skills such as SQL, VBA, Excel;
• Knowledge in market risk systems, e.g. RiskManager, Kondor+, Calypso, Bloomberg, Reuters, is preferable;
• Good communication and interpersonal skills, with good report-writing skills;
• Proficiency in both written and spoken English, Chinese and Putonghua.