Senior Analyst, Market Risk recruitment

Job Description

* Manage the bank's trading risk activities and engage in ALM price risk
* Ensure the bank's market data are all in its accuracy and completeness
* Understand and help the bank comply with local regulatory regulations including stress testing
* Ensure the bank's trading risks are within set limits and in accordance with global group practices
* Ensure the bank's control over trading activities is effective and efficient
* Align local trading risk management with group best practices
* Ensure operation around trading risk measurement, report and reporting including relevant systems is efficient and effective

Key Roles Responsibilities

* Develop, implement and maintain standardized risk control processes and procedures in HK in accordance with Group Market Risk (GMR) policies
* Monitor VaR other risk numbers and escalate potential issues and key developments if necessary
* Develop, implement and maintain HK stress testing methodology/process in line with Group methodologies
* Ensure market risk reports capture all the market risk from trading activities including FX/NDF/Swap etc.
* Review and agree on market risk section of Product Programmes/Country Addendum
* Work with traders and make suggestion on limits issues (excesses and applications for temporary or annual)
* Establish and maintain working relationships with Front Office (sales and traders), GMR global teams and regulators
* Maximize efficiency and productivity through standardization and excellence in operation
* Provide regular or ad hoc market risk reports / information / analysis to management
* Be a local market data owner and always keep market data clean, correct and up to date

Qualifications Skills

* Good knowledge on HK and global financial market and general market risk methodologies
* Openness and eagerness to adapt to and grow in new and complex working environment
* Excellent analytical skills and sound judgment in a rapidly changing and often stressful environment.
* Good self-motivation, business acumen, problem solving capability and multicultural sensitivity
* Good verbal and written communication skills
* Hands on experience in Fermat/Murex/FEDS/Bloomberg/Asset Control is a plus
* Professional qualification in risk management (e.g. FRM), accounting and / or finance (e.g. CFA) is a plus