Responsibilities / Projects:
- Monitor Treasury’s trading activities and portfolio risk profiles to ensure they are operating within established risk limits, including Stop-Loss, DV01, FX Delta, and Off Market/Exception limits.
- Ensure a high level of integrity and accuracy in the preparation of risk information and reporting.
- Highlight and escalate breaches, exceptions, or issues to relevant stakeholders in a timely manner.
- Report on risk profile trends and issues to Treasury/Head of Department (HOD), and make recommendations on portfolio actions when necessary.
- Responsible for bond definition and limit setup in the Trading System for Treasury and Corporate Banking.
- Conduct market stress testing to assess the Branch’s ability to withstand severe adverse conditions, document outcomes, and share results and recommendations with relevant stakeholders.
- Develop, review, and update internal risk-related guidelines and standard operating procedures (SOPs).
- Enhance and automate risk management reports and controls to improve quality and productivity efficiency.
- Participate in ad-hoc risk-related User Acceptance Testing (UATs) and projects as required.
Requirements:
- Minimum Bachelor’s Degree in Business Administration or a relevant discipline.
- Minimum of 2 years of related working experience within the Banking industry, particularly in Market Risk Management.
- Good understanding of financial products.
- Proficient in spoken and written English/Chinese to liaise with Head Office counterparts.
- Proficient in Microsoft Office, especially Excel (VBA preferred).
- Good team player with the ability to build strong professional relationships.
- Effective communication skills.
- Strong analytical and problem-solving skills.
