Market Risk Controller, Risk Management Group
3 weeks ago
Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.
Responsibilities
- Perform daily market risk reporting and limit monitoring for Hong Kong
- Provide clear analysis and commentaries on the drivers affecting market risk metrics/ stress tests results
- Prepare market risk related materials for risk oversight committee meetings (eg. Market & Liquidity Risk Committee, Risk Executive Committee and Board Risk Management Committee)
- Investigate and document proper approval from senior management for any limit excesses. Support the handling of limit requests. Maintain close dialogues with traders to understand their trading strategies
- Participate in system User Acceptance Test ("UAT") arising from system/ risk engine changes to ensure GFM market risk remains properly captured
- Support the Bank's continual compliance in meeting the Fundamental Review of Trading Book (FRTB) standards in Hong Kong, including the regulatory reporting
- Support the adoption of group-wide market risk policies and standards in Hong Kong
Requirement
- Bachelor's degree holder in risk management, finance, accounting, or business discipline
- Relevant experience in asset-liability/ liquidity risk management or corporate treasury in a sizeable financial institution is an advantage
- Strong technical skills in excel
- Solid understanding of banking products
- Good organizational skills
- Strong quantitative background
- Excellent communication, interpersonal skills and stakeholder management
- A good team player, result-oriented, with initiative and strong sense of ownership
- Qualified for Enhanced Competency Framework on Treasury Management (e.g. TMA core or full member) is an advantage
Apply Now
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.
We regret only shortlisted candidates will be notified.
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