Responsibilities

Work under Asset & Liability Management Department
Monitor market risk and interest rate risk exposures in risk captured system and risk report
Conduct stress testing for market and interest rate risks
Prepare Value at Risk and market risk reports
Provide analysis of the risk position and stress testing impact
Review risk assumptions in risk measurement and stress-testing

Requirements

University graduate/post-graduate in Risk Management, Statistics, Finance or Computing Studies
Knowledge on Treasury products
Experience in risk or treasury systems (e.g. MSCI RiskManager, Murex, Fenics) preferred
3-5 years working experience in Market Risk Management / Banking Industry
Mature, able to work independently under pressure and cooperate well with teammates and business partners
Knowledge in VBA, SAS or related analytic tools
Candidate with less experience can be considered as Risk Officer

For interested parties, please send your CV to b.chow@hamlynwilliams.com or click "Apply Now".

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Job

Market Risk & Interest Rate Risk Manager - Regional Bank