job details
about the job.
- Keep track of trader's exposure and trading limits.
- Ensure accuracy of position and prepare a daily risk management report.
- Ensure that all internal risk management policies, guidelines, and outside regulatory obligations are followed.
- Provide top management with advice and support regarding the review of the trading process, limits, and risk management policy.
- Information or data about market risk and counterparty credit risk are prepared and provided to senior management and regulators.
- Create risk monitoring tools and technologies to cover a wider range of products and trading tactics.
- To ensure transparent and accurate perceptions of market risk, identify business processes that interfere with the accuracy of exposure analysis and collaborate with related departments.
- Perform ad hoc projects assigned by senior management or in relations to market risk and counterparty credit risk management.
skills & experiences required.
Degree holder in Math / Physics / Financial Engineering / Risk Management / Quantitative Finance, etc.Professional qualification(s) FRM, CFA or equivalent is definitely a plus.Minimum 3 years of solid experience in market risk management,counterparty credit risk management, product control or risk system development in banking industry. Experience in quantitative analysis, VBA coding will be an added advantage.Knowledge in risk management and valuation methods for various foreign exchange, interest rate and structured products, and analyze related value changes.Experience in new product development (treasury products), risk assessment control and monitoring framework development, system implementation development and enhancement.Good system skills in operating Treasury systems, e.g. Murex, Bloomberg and Reuters are preferred.Self-motivated with strong analytical and people skills as well as risk control sense.