Market Risk Manager - Banking(FI)

Company

Zebra Strategic Outsource Solutions

Published

2019-07-12

Closes

 

Location

Hong Kong, Hong Kong, Hong Kong

Category

Banking & Finance

Type

Full-time

Description

Responsibilities

  • Handle market risk, liquidity risk, IRRBB, market/liquidity/pricing model methodology, valuation and risk weighted assets calculation & analysis for retail bank setting
  • Participate in member of ALCO, Market Risk Taskforce, and New Product Committee to work closely with Finance Department
  • Develop the risk management systems & infrastructure to enhance risk governance for market, liquidity risk and IRRBB
  • Ensure full compliance with internal risk assessment and external regulatory requirements
  • Involve in HKMA onsite-examinations and actively having frequent dialogues with HKMA in various matters
  • Work on ad hoc projects



Requirements

Requirements

  • Degree holder in Risk Management, Statistics, Quantitative Finance, Financial Engineering or equivalent disciplines
  • Minimum of 5 years’ experience in the banking industry or financial institutions; experience in risk or treasury systems preferred
  • Holder of professional qualification – CFA, FRM, CIIA or being qualified for Enhanced Competency Framework on Treasury Management will be an advantage
  • Solid knowledge of HKMA requirements and money market
  • Sound knowledge of SQL, VBA or related analytic tools
  • Ability to work with colleagues in different functions and across all levels
  • Ability to work independently and strategically, open to tackling new issues and sounding out new ideas
  • Good command of both spoken and written English and Chinese