Manager, Market Risk Management | Banking

Responsibilities 

• Responsible for performing Market Risk management functions, including risk identification, measurement, monitoring and reporting, and risk analysis.
• Perform the day-to-day market risk limit monitoring and reporting to ensure the treasury and
• investment activities are operated within the approved risk policies and controls
• Review market risk management policies, limits, models and methodologies to ensure meeting
• market standards and fulfilling regulatory requirements
• Perform mark-to-market valuation and ensure the integrity of the valuation process, meeting the fair value guidance and market standards
• Investigate and report any violation of approved risk policies and controls, and ensure remedial actions are appropriately followed up
• Liaise with Treasury, Finance and other relevant departments on market risk-related projects and Issues

 Requirements 

• A University degree in Finance, Risk Management or equivalent of CFA or FRM is an added advantage.
• At least 5 years experience in market risk management in treasury-related areas in the banking industry
• Hands-on experience in trading and risk management systems, e.g. Kondor+, Fenics, Bloomberg, etc.
• Proficient in Excel spreadsheet and programming tools, e.g. SQL, VBA, SAS, Python, etc.
• Good knowledge of treasury markets, products, regulatory requirements, systems and accounting standards
• Strong interpersonal skills and a good team player
• Candidates with less experience will be considered as Assistant Managers, Market Risk Management