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Job

Market Risk & Interest Rate Risk Manager - Regional Bank

  • Location

    Hong Kong

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Contact:

    Bettina Chow

  • Contact email:

    b.chow@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    3 months ago

  • Duration:

    Permanent

  • Expiry date:

    2022-05-23

  • Startdate:

    asap

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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