Market Risk (Officer / Senior Officer)
Full-time
Senior Executive
3 months ago
Job Description
Monitor Risk Limit for FX and Bond such as VaR and DV01
Monitor liquid gap, currency gap and interest rate gap
Download market ..
Job Description
- Monitor Risk Limit for FX and Bond such as VaR and DV01
- Monitor liquid gap, currency gap and interest rate gap
- Download market prices from Bloomberg and Reuters, and conduct off market price checking
- Liaise with Branch's front-office and back-office departments on processing of investment transaction
- Responsible for investment/market risk transactions' limit set-up in the banking system and limit adjustments
- Check investment terms and conditions prior to investing to ensure strict compliance and adherence to the terms and conditions
- Monitor investment portfolio's related risks and other material developments, and to timely propose relevant risk solutions in accordance to credit/market risk management and other risk related requirements
- Timely complete all risk management reports and other reporting duties
- Implementing Branch and Head Office's designated risk related policies and instructions
Job Qualification
- Diploma or Degree in Banking & Finance or equivalent
- Sound knowledge of relevant commercial law, industry, political and macroeconomic environments
- Min 1-2 years of experience in investment/market/liquidity/credit risk management or accounting reporting
- Substantial product knowledge in bonds/FX/cross currency, IRS, CDS and other Treasury instruments and investment products
- Ability to work under pressure and to tight deadlines
Official account of Jobstore.
