Market Risk Analyst / Sr. Analyst Market Risk Analyst / Sr. Analyst …

BBVA
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 26 Jun 19
Competitive
BBVA
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 26 Jun 19
Competitive
A team member of Market Risk Asia team. Perform, develop, and improve market risk management and reporting. Analyze and control imits on VaR, Sensitivities and Stop Loss.
Job Description: • Perform, develop, and improve risk reporting. Analyze and control limits on VaR, Sensitivities and Stop Loss. • Perform ad hoc assignments and handle special projects from time to time assigned by supervisor. • Ensure effective communication with Front Office and the market risk team in Head Office on market risk matters. • Coordinate/liaise issues regarding New Products with different departments including Front Office and Back Office. • Provide input for regulatory reporting. Requirements: • University graduate or post-graduate in Risk Management, Financial Engineering, Quantitative Finance or any equivalent/relevant subjects. • 3 years’ experience in Market Risk. • Possess knowledge about risk measurement including VaR, Risk Sensitivities, Valuation Models. Familiar with different financial product structures. • Highly motivated, self-starter who takes initiative. • Proficiency in SQL, Excel VBA and MS Access. • Excellent command of both spoken and written English. • Exposure on banking book structural interest rate risk is a plus. • FRM / CFA preferred.
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