Senior Market Risk Analyst – P&L, Stress Testing, ALM

CTBC Bank, Hong Kong Branch

Hong Kong

On-site

HKD 300,000 - 520,000

Full time

3 days ago

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Job summary

CTBC Bank Co., Ltd., Hong Kong Branch invites a capable risk professional to join our Market Risk team. You will handle daily market risk and P&L reporting, analysis, monitoring and attribution in relation to market risk management, ensuring accuracy and timeliness in all dashboards.

The role includes stress testing and backtesting for VaR, review of trading limits, ALM reporting and Product Due Diligence duties.

Qualifications

Bachelor degree or above in Finance, Statistics, Financial Engineering or related disciplines.
1-2 years of risk management or investment management experience in financial industry.
FRM or CFA candidate or holder will be an advantage.
Knowledge in financial instruments and risk management techniques.
Proficient in Macro/ VBA programming of MS Excel and using Bloomberg is a must;
Detailed-oriented, meticulous and strong analytical skills.
Good command in written and spoken English and Chinese, especially Mandarin.

Responsibilities

Report, analyze, monitor and control daily market risk and P&L in relation to risk management.
Perform stress testing and backtesting for Value at Risk.
Review trading limits, re-allocation and changes.
Conduct Asset & Liability management (ALM) reporting and Product Due Diligence duties.
Maintain updated departmental policy & procedure and working manuals.
Participate in projects or ad-hoc tasks as assigned by Management.