Market Risk Officer: Fixed Income & FX Analytics

Agricultural Bank Of China (HK Branch); Hong Kong Island; On-site; HKD 300,000 - 420,000; Full time

Job summary

Agricultural Bank Of China (HK Branch) invites applications for an Officer/Senior Officer in Market Risk to identify, measure and monitor market risk across trading and banking books, focusing on fixed income, interest rates and FX.

Fresh graduates are welcomed; a finance-related university degree is required. Knowledge of VBA and MS Office is preferred, with CFA/FRM an advantage. You will assist in risk reporting, stress testing, system upgrades and UAT, and take on risk projects as assigned.

Qualifications

• University degree or above in Finance, Risk Management, Accounting, Financial Engineering or other related discipline.
• Experience in Banks or Financial institutions, specialized in market risk management or product control is preferred. Candidates with more experience will be considered as Assistant Manager.
• 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.

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 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.

Skills

Fixed income

Interest rate

FX

Derivatives

MS Office

VBA

Education

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

Tools

MS Office

VBA

Job description

Agricultural Bank Of China (HK Branch) invites applications for an Officer/Senior Officer in Market Risk to identify, measure and monitor market risk across trading and banking books, focusing on fixed income, interest rates and FX.

Fresh graduates are welcomed; a finance-related university degree is required. Knowledge of VBA and MS Office is preferred, with CFA/FRM an advantage. You will assist in risk reporting, stress testing, system upgrades and UAT, and take on risk projects as assigned.