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

CTBC Bank Co., Ltd.; Hong Kong; On-site; HKD 420,000 - 780,000; Full time

Job summary

CTBC Bank Co., Ltd. Hong Kong Branch is seeking an analyst to manage daily market risk and P&L reporting, offering analysis, monitoring and control for risk governance. The role includes VaR stress testing, backtesting, ALM reporting, and PDD/PRR duties within a dynamic team environment.

The candidate should have a finance-related degree, 1–2 years in risk or investment management, and strong Excel/VBA skills with Bloomberg proficiency. English and Mandarin language abilities are required.

Qualifications

• Bachelor’s degree or above in Finance, Statistics, Financial Engineering or related disciplines.
• FRM or CFA candidate or holder will be an advantage.
• Knowledge in financial instruments and risk management techniques.

Responsibilities

• Oversee daily market risk and P&L reporting, analysis, monitoring and control.
• Conduct P&L attribution analysis related to market risk management.
• Perform and review stress testing and backtesting for Value at Risk (VaR).
• Review trading limits and conduct ALM reporting and PDD/PRR duties.
• Keep departmental policies and manuals updated.
• Participate in projects or ad-hoc tasks as requested by Management.

Skills

Risk management

P&L reporting

Stress testing

Bloomberg

Excel VBA

Education

Bachelor’s degree in Finance

Tools

Bloomberg

Excel VBA

Job description

CTBC Bank Co., Ltd. Hong Kong Branch is seeking an analyst to manage daily market risk and P&L reporting, offering analysis, monitoring and control for risk governance. The role includes VaR stress testing, backtesting, ALM reporting, and PDD/PRR duties within a dynamic team environment.

The candidate should have a finance-related degree, 1–2 years in risk or investment management, and strong Excel/VBA skills with Bloomberg proficiency. English and Mandarin language abilities are required.