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JOB PURPOSE

• Ensure that there is an effective and efficient management of the bank’s market risk across the Group.

• Support the Head of Group Market Risk in overseeing and managing department’s treasury risk control and market risk functions.

• Provide a comprehensive market risk analysis and assessment that can assist in decision making and controls setup.

JOB RESPONSIBILITIES

• Generate trading and investment risk reports timely and accurately.

• Daily analysis of market risk exposures and sensitivities, as well as limit monitoring for all treasury products.

• Management of risk limit excesses.

• Generate VaR and backtesting report.

• Monthly reporting, e.g. Enterprise Risk Deck, ALCO report, market risk capital charge report and other management executive summary for trading and investment book.

• New products assessment and controls. Lead the development, implementation, and maintenance of sophisticated market risk models (if any) to accurately measure and manage the bank’s market risk exposures.

• Work with front office traders/dealers, business management support, IT, Group Finance and Back Office on issues related to market risk.

• Develop and enhance market risk monitoring tools and reports.

• Participate in projects, process change, treasury system UAT and new product testing.

• Assist in timely review of market risk limits, policies, guidelines and risk governance process to ensure adherence to market risk framework.

• Rates Verification & Maintenance.

• Ensure projects are aligned with the bank’s overall risk management strategy.

• Maintain Treasury system requirements where relevant to Market Risk Management.

• Coaching and career building of Market Risk management staff.

JOB REQUIREMENTS

• Degree with major in Risk Management, Financial Engineering, Quantitative Finance/ Economics, Actuarial, Statistics, Engineering or related discipline.

• Ideally someone with more than 5 years of experience within market risk or trading risk management.

• Knowledge of treasury product pricing, market risk methodology and trading risk attribution.

• Strong quantitative skills, IT savvy with good technical/ analytic mindset, possession of good communication and problem-solving skills.

• Self-starter, ability to work independently and a dynamic team player. Ability to multi-task and work well under pressure with commitment to deliver

• Excellent oral and written communication skills in English with strong presentation skills.

• Familiar with various treasury system is preferred.   

• Assertive and demonstrate capacity to communicate effectively across all levels.

• Able to work under pressure and handle multiple tasks simultaneously in a fast-paced business environment.

• Dynamic, analytical and meticulous. Strong analytical skills.  

• Good project management skills and negotiation skills.

• Strong grasp of Microsoft Office applications

• Able to deliver projects on time.

• Self-motivated and hands-on leader and a good team player.