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Vice President, Market Risk - Risk Management

Responsibilities:

Monitor Trading Book Market Risk and Banking Book interest rate risk
Prepare risk monitoring reports and explain to senior management on the risk changes
Perform regular and ad hoc analysis on various risk indicators (eg, BPV, CS01, NOP etc), VaR, and stress testing
Prepare and present risk analysis report and proposal for Management / Committees
Perform system UATs and handle system upgrade and migration projects
Ensure full compliance to the internal and external audits and risk assessments
Participate in latest Basel projects, including IRRBB and FRTB
Participate in implementation and launching of new treasury and investment products, and establishing / refining risk control policy and procedures for such products
Liaise with local regulatory bodies and internal audit

Requirements:

University graduate or above
Minimum of 8 years' experience in market risk / interest rate risk management
Qualification for Enhanced Competency Framework on Treasury Management is preferable.
Sound knowledge in Treasury products
Experience in dealing with local regulators, internal / external audit preferred
Good command of both English and Chinese (including Putonghua)