about the company
- Our client is a well-established corporate and investment bank.
about the team
- Bank-wide covergae, challenging and exciting tasks
- Sizeable and dynamic team
- provide quantitative analysis on marke risk and liquidity risk modelling
- support the market risk and liquidity risk modelling management and perform stress testing and maintenance of market risk database, including troubleshooting, performance tuning, etc.
- participate in the treasury system implementation and testing
- assist in the preparation of risk management reports to management
- Degree with major in Risk Management, Quantitative Finance, Financial Engineering, Information Technology, Computer Engineering or related discipline.
- Holder of professional qualification preferred – CFA, FRM or being qualified for Enhanced Competency Framework on Treasury Management.
- Good understanding of market risk concepts, treasury products, capital market activities and governance framework.
- At least 4 years of experience in risk management areas, especially quantitative risk management
- Strong knowledge in programming (e.g. VBA and SQL) and database applications
- Knowledge in risk management systems (e.g. Murex, Kondor+, Bloomberg, Reuters, etc.) and infrastructure is preferable
- Good command in both Chinese and English
To apply online, please click on the link. Alternatively, for a confidential discussion please contact Cheryl Tsang on + 852 2232 3470 or email: firstname.lastname@example.org ...