An market and risk analyst role has just landed in an banking group based in Hong Kong.

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

• University graduate in a relevant technical field.
• At least 3 years in market risk, liquidity risk and/or product control
• Regulatory framework knowledge (local and international)
• Specialised in ALM
• Excellent analytical and reasoning skills
• Excellent communications skills
• Competent in Reuters / Bloomberg and Murex
• Strong skills in Excel, Access, PowerPoint, Word
• Fluency in English; Cantonese or Mandarin a plus
• FRM, CFA designation a plus but not necessary