Market Risk - 6 month FTC

Key responsibilities:

• Ensuring all market risks in the bank are identified, monitored and controlled effectively as to maintain appropriate controls.
• Ensure all market risk limit breaches are reported to senior management and addressed.
• Intra-day monitoring of risk systems to report to HO on regular basis.
• Actively support the wider Risk function, mostly Credit Risk reporting
• Working alongside senior colleagues on the development and implementation of new risk reports and stress scenarios or VaR based models.

Skills required:

• Degree within Financial Mathematics, Engineering, Sciences or Economics. (Masters preferable)
• Strong working knowledge of market risk or counterparty principals are required (VaR, SVaR, Stress testing)
• Excellent written and spoken communication skills required (Mandarin would be preferable)