Market Risk Manager for Financial Institution

2 weeks ago


Hong Kong, Central and Western District, Hong Kong SAR China Charterhouse Partnership Hong Kong Full time
Job Description:

Our esteemed client, Charterhouse Partnership Hong Kong, is seeking a seasoned VP of Market Risk Management to join their elite team.

Key Responsibilities:
  • Risk Oversight: Supervise risk management tasks, encompassing Value at Risk (VaR), Profit & Loss (P&L) analysis, and position calculations to ensure seamless risk monitoring.
  • Market and Liquidity Risk Management: Manage market and liquidity risk for all treasury-related activities, guaranteeing effective system characteristics, reviewing pricing models for derivatives and financial products, and implementing necessary enhancements.
  • Risk Management Testing: Conduct thorough risk management tests, including back-testing and stress testing, to fortify the firm's risk posture.
  • Quantitative Analysis and Reporting: Lead and coordinate quantitative analysis, risk evaluations, and reporting for new product initiatives, collaborating closely with the Head Office for product approvals.
  • Risk Assessment and Advisory: Assess the risk profile in the APAC region and provide strategic advice on market and liquidity risk management to optimize risk and profitability for the bank.
  • Liaison Role: Serve as the primary liaison with the Head Office and other relevant parties on all technical risk management matters, ensuring the efficient transmission of data and information for reporting purposes.
Requirements:
  • Educational Background: Bachelor's or Master's degree in Quantitative Finance, Financial Engineering, or a related field.
  • Professional Experience: Minimum of 5 years of relevant experience in a corporate or commercial banking environment.
  • Technical Expertise: In-depth understanding of financial products, pricing model methodologies, and the ability to interpret pricing and risk models.
  • Analytical and Communication Skills: Strong analytical skills with a solid foundation in market and liquidity risk, combined with excellent communication skills and the ability to collaborate effectively with front office, back office, and head office teams.


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