Senior Specialist, Market Risk (1-year Contract)

Responsibilities:

• Develop, implement, and enhance risk monitoring reports and dashboards to ensure effective risk control, limit monitoring, and timely escalation of potential risk exposures
• Review and enhance risk management policies, procedures, and guidelines to maintain a robust internal control framework, ensuring alignment with regulatory requirements and group-wide risk governance standards
• Performed valuation and risk measurement of structured products, including FX-, Interest Rate-, Commodity-, Credit- and Equity-linked structured notes
• Drive and participate in market risk-related projects, system enhancements and product User Acceptance Test (UAT) to improve risk measurement, monitoring, reporting, and operational efficiency
• Enhance the Independent Price Verification (IPV) framework, and the implementation of DV01 and CS01 estimations for securitization products
• Utilize advanced risk analytics and methodologies, including Value-at-Risk (VaR), stress testing, and scenario analysis, to support proactive and risk-based market risk management practices

Ideal candidates should possess:

• Degree holder or above in Finance, Risk Management, or a related discipline
• Minimum 5 years of experience in Market Risk and Counterparty Credit Risk management within a banking environment, with a sloid knowledge of treasury products, trading activities, particularly in structured products
• Strong understanding of relevant regulatory requirements and market risk management frameworks
• Proficient in Microsoft Excel and VBA applications, with strong analytical capabilities.
• Excellent interpersonal, communication, and stakeholder management skills
• Strong command of both written and spoken English and Mandarin
• Holder of the Associate Treasury Management Professional (ATMP) qualification is an advantage
• Professional qualifications such as CFA or FRM are highly preferred

Selected candidate may be considered for a more senior/junior position depending on their experiences.