Market Risk Analyst I: VaR, Sensitivities & Reporting

Banco Bilbao Vizcaya Argentaria; Hong Kong; On-site; HKD 420,000 - 660,000; Full time

Job summary

BBVA Hong Kong is seeking a Market Risk professional to support risk reporting and oversight across FX, rates and equity desks, with a focus on the Equity desk. You will help monitor exposures, ensure alignment with the risk appetite of the Madrid head office, and ensure compliance with local regulators.

The role involves collaboration with Front Office and regional teams, data inspection, and contributing to regulatory reporting. Fluent English and strong analytical skills are essential.

Qualifications

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

Responsibilities

• Perform, develop and improve risk reporting; analyze and control VaR, sensitivities and Stop Loss.
• Assist senior members to monitor market risk exposures and ensure alignment with risk appetite of Madrid head office.
• Ensure market risk reporting and risk control framework in Hong Kong complies with Madrid head office and local regulators.
• Provide input for regulatory reporting.

Skills

Interpersonal communication

English proficiency

Education

University graduate in Risk Management/Financial Engineering/Quantitative Finance

FRM/CFA preferred

Tools

Murex

Algorithmics

Bloomberg

Python

SQL

Excel VBA

MS Access

Job description

BBVA Hong Kong is seeking a Market Risk professional to support risk reporting and oversight across FX, rates and equity desks, with a focus on the Equity desk. You will help monitor exposures, ensure alignment with the risk appetite of the Madrid head office, and ensure compliance with local regulators.

The role involves collaboration with Front Office and regional teams, data inspection, and contributing to regulatory reporting. Fluent English and strong analytical skills are essential.