Risk Manager (Market and Interest Rate Risk Management) Risk Manager (Market and Interest Rate Risk  …

The Bank of East Asia
in Hong Kong
Permanent, Full time
Last application, 05 Dec 21
The Bank of East Asia
in Hong Kong
Permanent, Full time
Last application, 05 Dec 21
Posted by:
Alice Lo • Recruiter
Posted by:
Alice Lo
Together, we can achieve more The Bank of East Asia, Limited ("BEA") is Hong Kong’s largest independent local bank with 64 branches, 54 SupremeGold Centres, and 10 i-Financial Centres throughout the city. With a team of over 3,700 professionals in Hong Kong and more than 9,900 worldwide, BEA embraces a spirit of teamwork in every challenge. We invite you to become part of our team and to join us on our journey towards a bright and exciting future.

Asset & Liability Management Department

Risk Manager (Market and Interest Rate Risk Management) (Job ID: 3264)



  • To assist in risk management of interest rate risk in the Banking Book (“IRRBB”)
  • To handle options stripping evaluation and validation
  • To handle behavior assumptions
  • To handle stress-testing for IRRBB
  • To conduct risk assessment and routine monitoring related to IRRBB 


  • Master or Bachelor degree stream in Mathematics, Physics, Risk Management, Statistics, Quantitative Finance
  • Minimum of 4 years relevant working experience in banking or financial institutions is preferred
  • Knowledge on financial products features
  • Knowledge in SQL, VBA, SAS or related analytic tools is an advantage
  • Knowledge of market well-known risk systems is a plus
  • Mature, able to work independently under pressure and cooperate well with teammates and business partners
  • With enthusiasm to pursue a career in market and interest rate risk area

(Candidate with less experience would be considered as Risk Officer)


Please apply online via the BEA Careers website at https://careers.hkbea.com/psp/hcmprd/EMPLOYEE/HRMS/c/HRS_HRAM.HRS_APP_SCHJOB.GBL?Page=HRS_APP_JBPST&Action=UFOCUS=Applicant&SiteId=1&JobOpeningId=3264&PostingSeq=1 or by clicking the "Apply Now" button below. Kindly note that if you are a new user, you have to first create your User Profile before you can apply.

Personal data provided by job applicants will be used for recruitment purposes only and will be treated in accordance with the Bank's Personal Information Collection (Employees) Statement and Privacy Policy Statement. Applicants who are not invited for interviews within six weeks may consider their applications unsuccessful and the personal data collected will be destroyed after six months.

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