Business Function

Risk Management Group works closely with our business partners to manage the bank's risk exposure by balancing its objective to maximise returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure.

This is a senior role is within the GFM Market Risk team. The successful candidate will drive key market risk projects (stress testing, FRTB, advanced analytics) and provide strong oversight to our overseas teams on market risk projects + BAU activities. This role requires building strong working relationships with GFM, Finance, IT and other support functions.

Responsibilities

• Drive key market risk projects (stress testing, FRTB, advanced analytics, risk engine upgrade).
• Provide strong oversight to our overseas market risk teams on market risk projects + BAU activities.
• To evaluate, monitor and analyse market risks in the Global Financial Markets (GFM) business.
• Market risk control, including limit setting and review, investigation of limit breaches, analysis of risk profiles, NPA (new product approval) review and design of new risk reports and risk analysis tools for new products / models.
• To keep abreast of regulatory developments, and to ensure full compliance with regulatory requirements and internal risk management policies.

Requirements

• Preferably a Master's degree in Finance or a quantitative subject (e.g., applied mathematics, physics, engineering, quantitative fin ance).
• Minimum 8 years of relevant experience in market risk.
• Strong knowledge of trading products in Rates, Credit, FX, and Equity, including derivatives and structured products. Solid understanding of various market risk measures such as VaR and stress VaR, stress testing, risk sensitivities, etc.
• Strong inter-personal and communication skills. Expected to build strong working relationships with traders and other supporting functions such as finance, quants, risk reporting team and IT.

Apply now

We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.

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