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Senior Market Risk Manager/Market Risk Manager(Risk Modelling)
Responsibilities: Responsible for improving market risk models and monitoring the related model risk Participate in the implementation and testing of the new treasury system Participate in FRTB project to ensure regulatory compliance Perform product due diligence and provide quantitative support to the new treasury products Participate in market risk stress testing Study the latest regulatory requirements in market risk modelling area Requirements: Degree with major in Risk Management, Quantitative Finance, Financial Engineering, Statistics , Math, Engineering or related discipline Minimum 3 years working experience in quantitative modeling, mod


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