Market Risk Manager/ Assistant Manager (Global Market)

Our client is a foreign bank in Hong Kong. They are recruiting for a Market Risk Manager to join their team.

Responsibilities:

• Provide risk support to management on reporting and monitoring of Global Markets Desks' overall risk profiles
• Handle and draft daily Global Market's P&L report
• Perform analysis for daily P&L, PV01, VaR, stress testing and back testing
• Perform trade surveillance checks to ensure all transactions in Global Markets are traded within prevailing market rates and pre-defined thresholds/benchmarks
• Participate in the new Basel market risk capital requirement project (FRTB) to ensure regulatory compliance;

Requirements:

• University graduate in risk management, finance and accounting, BBA or other related discipline
• 3 years' of experience in risk management in bank or financial institution
• Holders of FRM/ CFA or PRM
• Proficient in English and Chinese