Vice President
Fubon Bank
Hong Kong, HK
5天前

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Vice President, Market Risk Management

Vice President, Market Risk Management

Responsibilities :

  • To lead the Risk Analytics and Data Integrity team
  • To formulate and develop internal pricing methodology for treasury products
  • To provide regular mark-to-market estimations for treasury products to relevant parties based on internal pricing methodology
  • To conduct product risk analysis for new and existing products
  • To regularly perform product risk rating assessment checking and update product risk rating for treasury and investment products on regular basis
  • To support and perform the valuation margin and initial margin processes
  • To perform stress tests on Trading and Banking book
  • To assist in risk management related projects and other regulatory driven projects
  • To respond to ad hoc requests from the business, risk management users, internal audit, compliance or regulators
  • Requirements :

  • Bachelor Degree in Risk Management, Statistics, Quantitative Analysis, Financial Engineering or related discipline; holder of CFA or FRM an added advantage
  • Minimum 7 years’ experience in market risk management and / or product control
  • Good knowledge of the nature and exposure of treasury products and structured products
  • Strong risk management background and associated measurement tools (i.e. VaR, Stress testing, Scenario analysis);
  • In-depth knowledge of regulatory requirements with respect to risk management
  • Sound knowledge of Summit, Bloomberg and Refinitiv
  • Skills in managing large amount of financial data and using VBA and SQL
  • Ability to work under pressure, with strong communication, interpersonal and analytical skills
  • Proficiency in English and Chinese (Cantonese & Putonghua)
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