Senior Market Risk Analyst: Structured Products & IPV

Cathay United Bank Company, Limited

Hong Kong

On-site

HKD 900,000 - 1,500,000

Full time

14 days+

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Job summary

Cathay United Bank Company, Limited in Hong Kong seeks a seasoned Market Risk professional to develop, implement, and enhance risk monitoring reports and dashboards for timely escalation of exposures. You will review risk policies, measure risk of structured products, drive risk-related projects and UAT, and strengthen IPV, DV01 and CS01 estimations.

Proficiency in Excel and VBA, and fluency in English and Mandarin are required; CFA/FRM or ATMP is preferred.

Qualifications

Degree holder in Finance or Risk Management.
Minimum 5 years of experience in Market Risk and Counterparty Credit Risk management within a banking environment.
Strong regulatory knowledge of market risk management frameworks.
Proficient in Microsoft Excel and VBA applications.
Excellent interpersonal, communication, and stakeholder management skills.
Strong command of both written and spoken English and Mandarin.
ATMP qualification is an advantage.
CFA or FRM highly preferred.

Responsibilities

Develop, implement, and enhance risk monitoring reports and dashboards to ensure effective risk control, limit monitoring, and timely escalation of potential risk exposures.
Review and enhance risk management policies, procedures, and guidelines to maintain a robust internal control framework, ensuring alignment with regulatory requirements and group-wide risk governance standards.
Performe valuation and risk measurement of structured products, including FX-, Interest Rate-, Commodity-, Credit- and Equity-linked structured notes.
Drive and participate in market risk-related projects, system enhancements and product UAT to improve risk measurement, monitoring, reporting, and operational efficiency.
Enhance the IPV framework, and the implementation of DV01 and CS01 estimations for securitization products.
Utilize advanced risk analytics and methodologies, including VaR, stress testing, and scenario analysis, to support proactive and risk-based market risk management practices.