senior market risk manager - balance sheet management in hong kong

job type
HK$ 900,000 per year
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job details

hong kong
job category
banking & financial services
job type
working hours
HK$ 900,000 per year
reference number
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job description

about the company

Our client is a leading Corporate and Investment bank with a strong presence in APAC.
about the job
  • Review Market Risk limit request to ensure alignment with business risk appetite
  • Monitor market risk positions with respect to market conditions, regardless of whether close or in excess of limits, and escalation of any identified inappropriate activity to senior management
  • Review new products and structures to identify all material market risks and ensuring effective controls surround these to ensure appropriate risk management occurs during their life cycle
  • Provision of market risk management information to senior management as necessary to enable decision making with regards to positions
  • Implementation of the systems strategy for Balance Sheet Management and sites in line with the strategy to ensure that the market risk function is able to effectively and efficiently perform its core functions
  • Implementation and on going monitoring of Volcker related risk management for Balance Sheet Management business
  • Establish strong partnership with Front Office and other stakeholders
skills & experiences required

  • At least 8-10 years of relevant experience in a trading role such as a funding manager or Balance Sheet Management related, front office facing market risk management, preferably in a multicurrency balance sheet
  • Strong understanding of banks internal interest rate risk transfer and risk management of portfolio interest rate risk
  • Excellent commercial acumen, interpersonal skills and the ability to influence decision making to different stakeholder level
  • Strong quantitative skills such market data analysis
  • Strong technical skills such as VBA, SQL, Matlab, C++
  • Understanding of Asian markets
  • Strong communication skills in fluent English

To apply online, please click on the link below. Alternatively, for a confidential discussion please contact Rouella Landicho on + 852 2232 3479.