AVP/Manager, Market Risk

Responsibilities:

• Coordinate and prepare daily market risk monitoring frameworks and ensure strict adherence to established risk appetite limits and regulatory mandates
• Deliver risk analysis on treasury activities to provide management with insights for strategic decision making
• Perform independent price verification and implement valuation control frameworks
• Facilitate the end-to-end qualitative and quantitative validation of market risk and Interest Rate Risk (IRR) models, ensuring alignment with standards
• Perform risk-based evaluation on new products, provide critical assessments and regular review on pricing methodology, model assumptions and limitation
• Develop and execute stress testing and scenario analysis on the bank’s portfolio
• Drive and participate in system implementation and system enhancement projects
• Contribute to the continuous refinement of risk management policies and procedures
• Perform other ad hoc projects or assignments

Requirements:

• University degree in Risk Management, Quantitative Finance, Statistics, Financial Engineering or related quantitative discipline
• Holder of CFA and/or FRM is preferred
• Minimum of 3 to 5 years of quantitative or validation experience within a risk function in bank or other financial services industry
• Proven experience in FX/IR valuation model view
• Familiar with regulatory frameworks such as FRTB and IRRBB is highly preferred
• Proficiency in Excel VBA, SQL and Python is considered a significant advantage
• Excellent command of spoken and written English and Chinese, proficiency in Putonghua is an advantage
• Position offered is subject to the experience level of the candidate