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Market Risk Manager

Job Seekers Hong Kong SAR China Risk Management Financial Services - Banking

Job Summary

  • Hong Kong
  • Permanent
  • BBBH787802
  • Jul 16, 2021
  • HK$36k -40k pm
Job Description

A International corporate bank is looking to hire a market risk manager to manage their global market desk risk appetite

Job Responsibilities:

  • Support Global Markets desks' overall risk profiles and daily/monthly P&L reporting and monitoring

  • Monitor key risk measures (e.g. Greeks and PV01) and risk metrics (e.g. VaR, ES and Stress Test) against limits mandates pre-approved by Group ALCO

  • Monitor market risk trading limits and P&L stop-loss limits

  • Perform trade surveillance checks to ensure trades are within prevailing market rates and pre-defined thresholds/benchmarks

  • Ensure the accuracy and timeliness delivery of regular GL reconciliation report

  • Participate in ad-hoc business, systemtics and regulatory projects

Job Requirements:

  • 3+ years of experiences in Market Risk Management, Product Control or Treasury Middle Office

  • Bachelor or above degree in Finance, Risk Management or Financial Engineering

  • Proficient in MS Office and VBA programming skills

  • Experience in using market data terminals (Bloomberg, Reuters) and Murex

  • Knowledge on market risk metrics, preferably with product knowledge on FX, IR and derivatives

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Consultant Details

Consultant Details

chanel_hui
Chanel Hui
  • Senior Consultant | Risk & Compliance Recruitment
  • 3907 3972
  • chui@morganmckinley.com