Market Risk Analyst I – Equities & Reporting Focus

Banco Bilbao Vizcaya Argentaria; Hong Kong; On-site; HKD 500,000 - 800,000; Full time

Job summary

BBVA in Hong Kong is seeking a Market Risk professional to support the Equity, FX and Interest Rate desks, focusing on monitoring risk and ensuring alignment with the group's risk appetite.

The role involves developing risk reporting, analyzing VaR and sensitivities, coordinating with Front Office and Head Office, and contributing to regulatory submissions in a cross-cultural, matrix environment. Fluency in English is essential; Mandarin is a plus.

Qualifications

• University graduate or postgraduate in Risk Management, Financial Engineering, Quantitative Finance or equivalent subjects.
• 3 to 5 years experience in Market Risk management.
• FRM/CFA preferred.

Responsibilities

• Perform, develop, and improve risk reporting. Analyze and control limits on VaR, Sensitivities and Stop Loss.
• Perform ad hoc assignments and projects from time to time assigned by supervisor.
• Ensure effective communication with Front Office and the market risk team in Asia branches and the Head Office on market risk matters.
• Inspect Asian market data and collaborate with the Head Office team to fix issues if any.
• Provide input for regulatory reporting.

Skills

VaR/ES concepts

Fixed income

Equity & FX basics

Derivatives knowledge

Python

SQL

Excel VBA

Interpersonal communication

Education

University degree in Risk Management or related fields

Tools

Murex

Algorithmics

Bloomberg

Job description

BBVA in Hong Kong is seeking a Market Risk professional to support the Equity, FX and Interest Rate desks, focusing on monitoring risk and ensuring alignment with the group's risk appetite.

The role involves developing risk reporting, analyzing VaR and sensitivities, coordinating with Front Office and Head Office, and contributing to regulatory submissions in a cross-cultural, matrix environment. Fluency in English is essential; Mandarin is a plus.