Market Risk Management Expert
11 hours ago
Charterhouse Partnership Hong Kong is seeking a seasoned Market Risk Management expert to join their team.
Key Responsibilities- Risk Oversight and Analysis
- Lead the development and implementation of risk management strategies, encompassing Value at Risk (VaR) and Profit & Loss (P&L) analysis.
- Manage market and liquidity risk for all treasury-related activities, ensuring effective monitoring of system characteristics and reviewing pricing models for derivatives and financial products.
- Quantitative Analysis and Reporting
- Conduct comprehensive risk management tests, including back-testing and stress testing.
- Collaborate with the Head Office on quantitative analysis, risk evaluations, and reporting for new product initiatives.
- Strategic Advice and Liaison
- Assess the risk profile in the APAC region and provide strategic advice on market and liquidity risk management to optimize risk and profitability.
- Serve as the primary liaison with the Head Office and other relevant parties on all technical risk management matters.
- Bachelor's or Master's degree in Quantitative Finance, Financial Engineering, or a related field.
- Minimum 5 years of experience in corporate or commercial banking.
- In-depth understanding of financial products, pricing model methodologies, and ability to interpret pricing and risk models.
- Strong analytical skills with solid foundation in market and liquidity risk.
- Proficiency in programming (VBA and/or SQL) preferred.
- Excellent communication and collaboration skills.
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