Job Responsibilities:

• Design, plan and implement the market risk management framework to ensure market risk in the bank is adequately and appropriately managed under the supervision of market risk head

• Perform market risk monitoring and stress testing for trading book portfolio and banking book FX and commodity portfolio.

• Review market risk related policies, procedures and limits.

• Draft management reports for market risk and present to relevant committees.

• Maintain active working relationship with internal stakeholders to ensure risk and control issues are identified and addressed

• Conduct investigations into market risk issues including data, system and model

• Participate in various market risk related projects and treasury system enhancement projects, including FRTB.

• Provide assistance in new product review, regulatory examination, external/internal audit tasks

Job Requirements:

• Bachelor Degree or above with major in Finance / Financial Engineering / Risk Management / Quantitative Finance is preferred

• FRM or CFA is a plus

• More than 3 years of professional work experience in financial services preferred

• Work independently and proficient in Excel / Access for large/complex data analysis, and Powerpoint / Word for presentation

• Proficient in spoken and written English and Chinese (including Mandarin) is a must

• Candidates with less experience will be considered as Officer or Senior Officer

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