Junior Market Risk Specialist - (VBA skills)

at  eFinancialCareers Sourcing Services

REQUIREMENTS

• Minimum a Bachelor Degree in Business Administration or a relevant discipline
• Minimum 2 years’ related working experience within the Banking industry, Market Risk Management space
• Good understanding of financial products
• Proficient in spoken and written English/Chinese to liaise with Head Office counterparts
• Proficient in Microsoft Office, especially Excel capabilities (VBA essential)
• 
  eFCSoSe

JOB PURPOSE

The Junior Market Risk Specialist, Risk Management (Market Risk) is responsible for the monitoring of the Branch’s level of market risk in Treasury’s business activities.

RESPONSIBILITIES/ PROJECTS

• Monitor Treasury’s trading activities and portfolio risk profiles to ensure that they are operating within risk limits (Stop-Loss, DV01, FX Delta and Off Market/Exception)
• Reporting risk profile trends and issues to Treasury/HOD and make recommendations on portfolio actions (where necessary)
• Responsible for bond definition and limits set up in the Trading System for Treasury and Corporate Banking
• Conduct market stress testing to determine the ability of the Branch to withstand plausible severe adverse conditions, documenting the outcome and sharing results/recommendations with relevant stakeholders
• Develop and review/update internal risk related guidelines and standard operating procedures (SOPs)
• Enhance and automate risk management reports and controls for improved quality and productivity efficiency
• Participate in ad-hoc risk related UATs/projects