Manager / Assistant Manager - Market Risk

Agricultural Bank Of China (HK Branch); Hong Kong Island; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

A leading Hong Kong affiliate, Agricultural Bank of China (HK Branch) invites an experienced Market Risk Manager to join its risk team. You will identify, measure and monitor market risk across trading and banking books, focusing on fixed income, interest rate, and FX exposures.

You will prepare daily risk reports, perform stress testing, and help automate risk reporting procedures. Strong communication and VBA/MS Office skills are advantageous.

Qualifications

• University degree or above in finance, risk management or related field.
• Minimum 5 years experience in banks or financial institutions in market risk roles.
• Experience with fixed income, rates, FX or derivatives is preferred.
• CFA/FRM would be advantageous.
• Strong organizational, interpersonal and communication skills.
• Proficiency in MS Office and VBA.

Responsibilities

• Identify, measure and monitor market risk of trading book and banking book's fixed income / interest rate / FX business.
• Prepare daily risk reports and analysis for related functions and management.
• Perform stress testing.
• Assist in improving or automating procedures in risk reporting and controls.
• Support in risk management system upgrade or enhancement and perform User Acceptance Test.
• Perform other market risk tasks or projects as assigned.

Skills

Market risk management

Risk reporting

Stress testing

Derivatives knowledge

Communication skills

Education

University degree or above in Finance/ Risk Management/ Accounting/ Financial Engineering or related

Tools

MS Office

VBA

Job description

Identify, measure and monitor market risk of trading book and banking book's fixed income / interest rate / FX business.

Prepare daily risk reports and analysis to related functions and management.

Perform stress testing.

Assist in improving or automating procedures in risk reporting and controls.

Support in risk management system upgrade or enhancement and perform User Acceptance Test.

Perform other market risk tasks or projects as assigned.

Requirements

University degree or above in Finance, Risk Management, Accounting, Financial Engineering or other related discipline.

Minimum 5 years experience in Banks or Financial institutions, specialized in market risk management or product control. Candidates with less experience will be considered as a junior post.

Experienced in fixed income, interest rate, FX, and/or related derivatives.

Professional qualification in CFA, FRM would be an advantage.

Detailed-minded with good organization, interpersonal and communication skills

Proficiency in MS office applications and VBA.

Good command of written and spoken Chinese (Cantonese and Mandarin) and English.