Perform product due diligence and provide quantitative support to the new treasury products
Participate in the review and maintaining of market risk policies and procedures
Participate in FRTB project to ensure regulatory compliance
Participate in the improvement of market risk models and monitoring the related model risk
Participate in the implementation and testing of the new treasury system
Study the latest regulatory requirements in market risk area
Requirements:
Degree with major in Risk Management, Quantitative Finance, Financial Engineering, Statistics, Math, Engineering or other related disciplines
At least 3 year working experience in market risk???trading or other related areas for manager candidate; at least 8 year experience in treasury management or other related areas, of which, at least 5 year working experience in market risk area or other related areas for senior manager candidate;
Strong knowledge in market risk models and Basel regulatory requirements is an added advantage
Strong analytical mindset, possession of 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 (Kondor+, Murex or Risk Metrics etc.) is an added advantage
Proficiency in VBA programming or other programming languages
Holding professional qualification - CFA, FRM, CIIA or being qualified for Enhanced Competency Framework on Treasury Management is an added advantage
