Job Description
Scope and Purpose
• Risk reporting and analysis on treasury and capital markets businesses and discuss this with senior risk managers.
• Daily pricing of bond portfolio and monitoring derivatives mark-to-market.
• Daily reporting to senior risk management.
• Analyzing the movements and drivers of VaR, Stressed VaR, Greeks and sensitivities down to business line and product level.
• Monitoring the exposure to issuer risk at portfolio level.
• Providing stress tests and worst case scenario for the branches of the Asia Pacific Region.
• Measuring, monitoring and reporting the exposures of the branches to relevant risk factors, the interrelationship and the correlation between the various risks in the branches.
• Monitoring compliance with the limits assigned to risk taking centers, communication to senior management of excess (if any) and breaches and following up with risk taking centers for the remedial actions.
• Analyzing the risks (market, liquidity, interest rate risks, and others) and preparing risk reports across different types of products.
• Providing ad hoc analysis and tasks as directed by managers.
• Performing analysis for risk committee meetings such as ALCO, risk committees.
• Liaising with internal departments of the Branch.
• Supporting other branches of the Asia Pacific Region on risk related matters.
• Preparing analysis, reports and comments related to regulators’ requirements and surveys of different jurisdictions, like Hong Kong Monetary Authority, Monetary Authority of Singapore, and others.
Required Experience
3-4 years’ experience in risk management role is required.
Required Qualifications, Skills and Knowledge
- University degree in Business, Finance, Statistics, Risk Management or related disciplines
- Good knowledge of risk management, banking industry, treasury and derivative products, market risk measures such as risk sensitivities, Greeks, value at risk, stress testing, and others
- Good command of spoken and written English and Chinese
- Have self initiative and attentive to details
- Knowledge of VBA, SQL, Kondor, Murex, Bloomberg, Reuters is a plus