Market Risk Analyst
- Support assessment and control of market and liquidity risk in the APAC region.
- Produce and analyse market and liquidity risk reports including VaR, backtest, stress tests, risk sensitivities, P&L and liquidity gap. Provide commentary and relevant market colour.
- Perform validation checks on VaR and sensitivity movements. Investigate exceptions and process limit excesses in a timely manner.
- Daily interaction with FO to ensure risk figures and P&L are accurate to point where risk is well understood and risk-adjusted return decision can be made
- Defend the risk figures and P&L produced by Risk and communicate clearly the methodology used for calculation to Management, business partners and risk committees.
- Participate and communicate key risks in relevant branch risk committees
- Involve in regulatory projects and contribute to assessing impacts from regulations to business strategy
- Assist the Department Head in the preparation and maintenance of documents that pertain to Market and Liquidity Risk management in line with the Bank's policies
- Post graduate in a relevant technical field - candidates with Quantitative Finance/ Quantitative Finance Risk Management discipline are highly preferred; open to candidates with Financial Engineering, Mathematics or Science background
- 3 - 5 years in market risk, liquidity risk and / or product control
- Excellent logical, analytical and reasoning skills
- Excellent communications skills; Fluency in English; Cantonese or Mandarin a plus
- Competent in Reuters / Bloomberg and Murex
- Strong skills in Excel, Access, PowerPoint, Word
- FRM, CFA designation a definite plus