Market and ALM Risk Analyst
Salary Attractive Bonus + Package
Location Hong Kong
Consultant Clara Shing
Date posted 29 March 201841 Connaught Road Central Hong Kong Robert Walters Hong Kong
An market and risk analyst role has just landed in an banking group based in Hong Kong.
- 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
- 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