Senior Manager/Manager, Risk Control (Market Risk)

Job Purpose: 

To maintain and manage the sound market risk management framework and practices of the Bank.

Main Responsibilities:

• Measure, monitor and control the market risk as well as treasury and investment risk exposures against approved risk limits and appetite; Maintain proper policies and procedures on market risk management;
• Maintain and develop risk reports for internal risk monitoring as well as regulatory reporting in accordance with the applicable regulatory standards and requirements;
• Perform market risk related stress testing of the Bank including the review of assumptions and methodologies;
• Perform regular and ad hoc risk analysis, simulations and reporting assigned by the Department Head and senior management including the relevant management-level and board-level committees.

Requirements:

• University degree in Finance, Risk Management or equivalent; holder of CFA or FRM an added advantage;
• Over 7 years’ experience in the risk management of treasury, asset and liability management or finance related areas in the banking industry;
• Hands-on experience in database management or statistical tools, e.g. SQL, SAS, VBA, etc.; 
• Good knowledge in treasury markets, products, regulatory requirements on risk management;
• Good interpersonal skills