Senior Market Risk Analyst - Fixed Income & FX

Agricultural Bank Of China (HK Branch); Hong Kong; On-site; HKD 450,000 - 750,000; Full time

Job summary

Agricultural Bank Of China (HK Branch) is seeking a Market Risk professional to identify, measure and monitor risk across trading and banking books, including fixed income, interest rate and FX exposures.

The role requires preparing daily risk reports, performing stress testing, and supporting risk system upgrades. Strong English and Chinese communication skills are essential; CFA/FRM are advantageous.

Qualifications

• University degree or above in Finance, Risk Management, Accounting, Financial Engineering or related discipline.
• Experience in Banks or financial institutions, specialized in market risk management or product control is preferred.
• 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

Market risk management

Stress testing

Risk reporting

Analytical skills

Communication

Education

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

Tools

MS Office

VBA

Job description

Agricultural Bank Of China (HK Branch) is seeking a Market Risk professional to identify, measure and monitor risk across trading and banking books, including fixed income, interest rate and FX exposures.

The role requires preparing daily risk reports, performing stress testing, and supporting risk system upgrades. Strong English and Chinese communication skills are essential; CFA/FRM are advantageous.