Market Risk Manager/Assistant Manager
- Support the administration and maintenance of market risk database, including troubleshooting, performance tuning, etc.
- Participate in the treasury system implementation and testing
- Assist in the workflow automation for market risk monitoring and reporting
- Assist in the preparation of risk management reports to management
- Participate in the new Basel market risk capital requirement project (FRTB) to ensure regulatory compliance
- Respond to ad hoc requests from the business, risk management users or regulators
- Degree with major in Risk Management, Quantitative Finance, Financial Engineering, Information Technology, Computer Engineering or related discipline
- Holder of professional qualification - CFA, FRM or being qualified for Enhanced Competency Framework on Treasury Management
- Good understanding of market risk concepts, treasury products, capital market activities and governance framework.
- At least 3 years of experience in risk management areas
- Strong knowledge in programming (e.g. VBA and SQL) and database applications
- Strong analytical mindset, possession of good communication and problem-solving skills
- Knowledge in risk management systems (e.g. Murex, Kondor+, Bloomberg, Reuters, etc.) and infrastructure is preferable