Risk Manager, Market Risk
Bank of China (Hong Kong) Hong Kong Full-time
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About this role
Manage market risk across BOCHK trading and banking book activities, conducting risk measurement and limit monitoring.
Responsibilities
- Monitor and measure market risk exposures including interest rate, FX, equity and credit spread risks. Calculate VaR, sensitivities and stress test results. Monitor market risk limits and escalate breaches. Develop and enhance market risk methodologies and models. Prepare market risk reports for management and regulators.
Requirements
- Minimum 5 years market risk management experience in banking. Strong quantitative background with proficiency in risk models and pricing. Knowledge of derivatives, fixed income and FX products. Programming skills in Python, R or VBA preferred. FRM or CFA qualification an advantage.
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