Job purpose
The Specialist, Risk Management (Market Risk) is responsible for the monitoring of the Branch’s level of market risk in Treasury’s business activities and ensuring there is sound risk management practices.
Responsibilities / Projects
• Monitor Treasury’s trading activities and portfolio risk profiles to ensure that they are operating within risk limits (Stop-Loss, DV01, FX Delta and Off Market/Exception)
• Ensure high level of integrity and accuracy in preparation of risk information/reporting
• Highlight and escalate breaches/exceptions/issues to relevant stakeholders in a timely manner
• Reporting risk profile trends and issues to Treasury/HOD and make recommendations on portfolio actions (where necessary)
• Responsible for bond definition and limits set up in the Trading System for Treasury and Corporate Banking
• Conduct market stress testing to determine the ability of the Branch to withstand plausible severe adverse conditions, documenting the outcome and sharing results/recommendations with relevant stakeholders
• Develop and review/update internal risk related guidelines and standard operating procedures (SOPs)
• Enhance and automate risk management reports and controls for improved quality and productivity efficiency
• Participate in ad-hoc risk related UATs/projects
Requirements
◼ Minimum a Bachelor Degree in Business Administration or a relevant discipline
◼ Minimum 2 years’ related working experience within the Banking industry, Market Risk Management space
◼ No working experience with relevant internship experiences in Financial Institutions are welcome to apply
◼ Good understanding of financial products
◼ Proficient in spoken and written English/Chinese to liaise with Head Office counterparts
◼ Proficient in Microsoft Office, especially Excel capabilities (Proficient in VBA)
◼ Good team player with ability to build strong professional relationships
◼ Effective communication skills
◼ Good analytical and problem solving skills
