Responsibilities :

• Manage and monitor market risk for rates and credit products in Asia
• Review daily dashboard/ report, monitor portfolio performance and market triggers related to the Asia portfolio
• Make prompt escalation to senior management for attention and timely management decision on major market events or distressed market conditions
• Measure illiquid asset valuation and stress loss
• Undertake issuer risk assessment for structured transaction approval
• Conduct regular and ad-hoc portfolio review, concentration risk assessment and stress test
• Design risk dashboard and reports for risk monitoring purpose
• Develop and provide guidance to junior team members to create an effective market risk team

Requirements :

• Minimum 8 years’ experiences in market risk management
• Strong product knowledge on rates and credit products in Asia
• Solid quantitative skills with good understanding of stress tests and expected shortfall measurement
• Strong communication skills with the ability to present complex data in a clear manner
• Flexibility, prioritization and multi-tasking abilities
• Strong teamwork and collaboration skills
• Self-starter with the ability to work independently
• Good attention to detail and accuracy

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