Market Risk Analyst

  • Attractive Bonus + Package
  • Hong Kong
  • Permanent, Full time
  • Robert Walters Hong Kong
  • 08 Aug 17

Our client, a reputable European Bank with strong presence globally, is looking for an Analyst/ Associate to be part of the Risk Management team in defining and implementing appropriate Market and Liquidity risk policies, controls and systems for the activities in Asia Pacific, and also involve in governance activities and head office liaison.

Responsibilities

  • Support assessment and control of market and liquidity risk in the APAC region.
  • Produce and analyse market and liquidity risk reports including VaR, backtest, stress tests, risk sensitivities, P&L and liquidity gap. Provide commentary and relevant market colour.
  • Perform validation checks on VaR and sensitivity movements. Investigate exceptions and process limit excesses in a timely manner.
  • Daily interaction with FO to ensure risk figures and P&L are accurate to point where risk is well understood and risk-adjusted return decision can be made
  • Defend the risk figures and P&L produced by Risk and communicate clearly the methodology used for calculation to Management, business partners and risk committees.
  • Participate and communicate key risks in relevant branch risk committees
  • Involve in regulatory projects and contribute to assessing impacts from regulations to business strategy
  • Assist the Department Head in the preparation and maintenance of documents that pertain to Market and Liquidity Risk management in line with the Bank's policies

Requirements

  • Post graduate in a relevant technical field - candidates with Quantitative Finance/ Quantitative Finance Risk Management discipline are highly preferred; open to candidates with Financial Engineering, Mathematics or Science background
  • 3 - 5 years in market risk, liquidity risk and / or product control
  • Excellent logical, analytical and reasoning skills
  • Excellent communications skills; Fluency in English; Cantonese or Mandarin a plus
  • Competent in Reuters / Bloomberg and Murex
  • Strong skills in Excel, Access, PowerPoint, Word
  • FRM, CFA designation a definite plus