- Monitor and review market risk limits including ES, P&L, Sensi, traded credit risk, and counterparty credit risk limit.
- Support the development of market risk models and measurement such as VAR, IRRBB, FRTB, etc.
- Review and conduct stress testing for banking and trading book market risk.
- Assist in specifying new functionality to further streamline operational processes.
- Liaising with key business stakeholders on Market Risk process and system development and enhancement.
- Track local and global regulatory requirements and be aware of market environment / practices that will impact portfolio risk metrics.
- Bachelor’s degree in a quantitative scientific. Master’s degree preferred but not required.
- At least 3~8 years’ experience in market risk control, model or analytics role.
- Good understanding of market risk and traded products and risk management process.
- Strong communication skills and be able to work with different stakeholders including traders, product managers and senior management.
- A quick learner, result driven and willing to make a difference.
- Experience in data analysis and data processing preferred.