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Senior Risk Manager - Market Risk Management at Bank of China (Hong Kong) Limited

, , -

Full Time

Start Date

Immediate

Expiry Date

28 Jun, 26

Salary

0.0

Posted On

30 Mar, 26

Experience

10 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Market Risk Models, Valuation, Risk Model Development, Model Risk Monitoring, Product Due Diligence, Quantitative Support, Treasury System Testing, Market Risk Reporting, Basel III, Analytical Mindset, Problem-Solving, VBA Programming, Murex, Risk Manager

Industry

Description

Job duties: * Participate in the valuation of treasury products, research, development, and implementation of risk model, etc. * Participate in improving market risk models and monitoring the related model risk * Perform product due diligence and provide quantitative support to the new treasury products * Participate in testing and upgrade work related to treasury system * Prepare market risk reports for senior management Requirements: * Degree holder (Major in Risk Management, Quantitative Finance, Financial Engineering, Statistics, Math or related finance discipline) * 10 years or above related working experience in market risk, financial markets or other related areas * Strong knowledge in market risk models and Basel III regulatory requirements is preferred * Strong analytical mindset, good communication and problem-solving skills * Proficiency in written and spoken English and Chinese, fluency in Mandarin is an added advantage * Experience with risk management systems (Murex or Risk Manager, etc.) is an added advantage * Proficiency in VBA programming or other programming languages * Possession of professional qualification of CFA, FRM, or Enhanced Competency Framework on Treasury Management is an added advantage

Responsibilities

The role involves participating in the valuation of treasury products, researching, developing, and implementing risk models, and improving existing market risk models while monitoring model risk. Responsibilities also include performing product due diligence, providing quantitative support for new treasury products, and assisting with treasury system testing and upgrades.