Market Risk Manager (Banking)
11 months ago
RESPONSIBILITIES:
Review risk policies/guidelines/procedures and develop governance and management processes, including limit setting, methodology ..
RESPONSIBILITIES:
- Review risk policies/guidelines/procedures and develop governance and management processes, including limit setting, methodology and assumption reviews that commensurate to the Bank's risk appetite.
- Perform risk control functions, including daily report preparation, daily P&L and risk limit monitoring and investigate of limit warning/excess, proactively evaluate and analyze Market and ALM risk exposures and escalate to HO and/or Senior Management promptly when necessary.
- Conduct forward looking risk assessment such as market and liquidity risks stress testing and review the assumptions and scenarios.
- Involve in risk assessment and system enhancement arising from new product program, system upgrade/migration or others.
- Play as a middle office role to support and attend query from Business Units including address concern raised by Head Office, internal/external auditors and regulators.
- Ensure utmost compliance to regulatory requirements and internal risk management policies/guidelines/procedures at all times from risk assessment perspective.
- Identify business requirements or issues and improve risk management mechanism effectively.
- Support and back-up team mates whenever in needs.
- Perform any other duties assigned from time to time.
REQUIREMENTS:
- Degree in Accountancy/Commerce/Business/Finance or equivalent, Professional qualification in FRM, PRM or CFA is a plus.
- Minimum 5 - 10 years working experience in market risk management, asset and liability management and/or credit counterparty risk management.
- Familiar with updated regulatory requirements and strong knowledge of financial products across asset classes and market practice.
- Strong understanding of derivatives pricing models and various risk measures.
- Strong analytical, communication and interpersonal skills.
- Experienced in liaising with Mandarin-speaking stakeholders.
- Proficient in MS Office applications (Excel/VBA, Word, PowerPoint)
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