- 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.
- 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)