Job Description
Specialist in charge of monitoring, management and control of market risk, liquidity risk and counterparty credit risk for the bank in Market and Operational Risk Management Department.
The key responsibilities and tasks:
- Assist in the regular review of relevant policies and procedures on annual basis and conduct ad-hoc review when necessary.
- Perform BAU monitoring of risk limits regarding market risk (trading/non-trading), liquidity risk and counterparty credit risk.
- Provide excellent insight analysis on current risk exposure, risk reporting process and tools in order to improve risk measurement and highlight key risk points to risk manager.
- Perform UAT task of treasury system and reporting system to assure the risk numbers in good quality and reliability.
- Support regular tasks of operational risk e.g. RCSA, BCM, KRI reporting, operational risk event investigation assigned by HOD.
- Perform regulatory reporting and ad-hoc queries from head office.
- Ad-hoc tasks assigned by HOD.
Knowledge and Experience Required:
- Degree holder with minimum 8 years of directly relevant working experience in treasury markets as the role of market risk analyst, dealer or any other similar roles.
- Familiar with treasury product, for example vanilla FX product, IRS, CCS, fixed income securities.
- Experienced in performing treasury system UAT and implementation.
- Familiar with excel VBA, Python, R and database knowledge is a plus.
- Strong analytical and problem-solving skills.
- Must have strong ability to communicate in Mandarin, due to job requirement.
- A fast learner who is able to work independently and as a team.
- Able to work under pressure and meet strict deadlines.
- Self-motivated, self-disciplined, organized, responsible, meticulous and able to multi-task.
