Market Risk Manager/ Assistant Manager (Global Market)

Location: Hong Kong
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: HK$30000.00 - HK$40000.00 per month
REF: BBBH247895_1618197980

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