Market Risk Manager, Guangzhou-EFNC/V26486/BRZH recruitment
- Role: Market Risk Manager, China
- Manager: Chief Risk Officer, Asia
- Next Level Manager: EVP Chief Risk Officer, Capital Markets
- Location: Guangzhou, PRC
Key Responsibilities
1)Daily responsibilities
a)Produce accurate, complete market risk reports
b)Monitor exposures relative to approved limits
c)Escalate any limit breaches in a timely manner
d)Calculate market risk regulatory capital
e)Oversight of structural balance sheet market risk exposures
2)Weekly responsibilities
a)Provide China commentary to the global market risk team
b)Update risk reports for senior management
3)Monthly or quarterly responsibilities
a)Produce required regulatory reports
b)Reconcile risk measures for the structural balance sheet between finance and risk management
c)Assist the CRO in preparing risk updates for the quarterly ChinaCo Board of Directors’ meetings
4)Annual responsibilities
a)Update and get approval for any required limit letters at year-end
b)Create and present a China market risk “deep dive”
Qualifications
1)Experience
a)5+ years direct experience in a capital markets risk management role in an international bank or other financial institution
b)7-10 years of total professional work experience, preferably in risk management, finance, quantitative analysis, trading, or risk consulting in a bank, non-bank financial institution, Big 4 accounting firm, or asset management company
2)Skills
a)Ability to maintain positive working relationships with risk-takers and other stakeholders while maintaining independence and objectivity
b)Detail-focused with ability to detect and correct mistakes in analysis and reports
c)Strong verbal and written English and Mandarin
d)Working knowledge of spoken Cantonese
e)Advanced use of Excel (and VBA), Bloomberg
f)Effective use of PowerPoint, other basic MS-Office applications, @RISK, SQL, Adobe Writer
g)Report and presentation design
h)Highly organized with ability to prioritize tasks, foster teamwork, and meet deadlines
3)Knowledge
a)Banking industry best-practices for market risk management
b)Capital markets trading products, including FX spot and derivatives, money market instruments, interest rate swaps, and structured products
c)Trading product valuation models, including FX options and interest rate swaps
To submit your application, please apply online using the appropriate link below.
Your interest and personal data will be treated in strict confidence. We regret that only shortlisted candidates will be notified.
(For overseas applicants only)
Please note that unless this advertisement states otherwise, to apply for this position you should have a current and valid work permit for this country or hold residency.