Market Risk Management - Junior Manager
- Draft and propose market risk policies and procedures to ensure the market risk monitoring process is in line with bank's risk appetite and regulatory requirements.
- Set up and validate standard and rules of market risk measurement on treasury business. Perform periodical monitoring on risk measurement and follow up exceptions or limit breaches.
- Overseas second line of defense functions of branch treasury business, conduct periodical and ad-hoc supervisory inspection on business unit.
- Produce comprehensive middle office supervisory reports on treasury business, including market risk, credit risk and operational risk.
- Conduct stress testing on trading book as well as treasury investment portfolio.
- Assist in preparation of regulatory and statutory reports related on treasury business and market risk management.
- Recognized Degree in Accountancy/Business/Finance or equivalent.
- At least 2 year related working experience.
- Good communication, team coordination and interpersonal skills.
- Effectively bilingual in English and Chinese so as to communicate with Chinese-speaking customers and counterparts in head office.