Market Risk Analyst – Corporate Banking

Market Risk Analyst – Corporate Banking

Excellent opportunity opens up to join an International Bank as their new Market Risk Analyst. You will lead market risk exposure monitoring and provide solutions for the bank in improving risk exposure metrics.

Key Responsibilities

• To ensure that market risk metrics are accurately calculated and reported in accordance with Market Risk policy to the senior management and the HO. Monitor on a daily basis the adherence to approved market risk limits. Trouble shooting and documenting are required.
• To assist the Market Risk Manager in maintaining and improving the risk infrastructure of the Branch. To improve reporting as required and to contribute to related projects.
• To regularly monitor the business plan of 1st line from Market risk perspective and to ensure there are appropriate limits available for smooth conduct of business. Act as an admin of the risk management function in internal and external trading and risk management platforms.
• To assist the Market Risk Manager in improving the methodology for accurately calculating market risk exposures from new and existing products and business, including portfolio market risk measures such as VaR, DV01, FX exposure.
• To monitor counterparty Credit Risk and country risk for the branch. Perform stress testing and qualitative risk assessments of different business units.
• To assist the Market Risk Manager in liaising with Head Office regarding market risk and other risk related matters. Assist with the review and apply of policies and requirements from the London Branch and the HO.

Qualifications

• Educated to Bachelor degree in quantitative discipline (applied math, statistics, physics, engineering etc.), with 1-2 years working experience in Market Risk or related domains.
• Knowledge of market risk measurement methodologies, market risk management principles and reporting process. Accounting knowledge is desirable.
• Advanced level of knowledge and experience of Excel and VBA is a must.
• Strong problem solving skills.
• Excellent communication skills in English and Mandarin, both written and verbal are mandatory.
• Knowledge of a broad range of wholesale banking and treasury products (Rates, FX, Loans etc.), and an understanding of their valuation.
• Understanding of the PRA regulatory framework and of capital management requirements would be useful but not essential.
• Ability to multi-task and prioritise workload.
• Ability to work professionally, confidentially and demonstrate tact and diplomacy.

Interested? Please Apply!

Market Risk Analyst Risk Analysis Foreign Exchange VAR VBA Excel

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