Job Responsibilities: 

  • 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.

Job Requirements:

  • 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.

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