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Support assessment and control of market and liquidity risk in the APAC region.
Produce and analyse market and liquidity risk reports including VaR, backtest, stress tests, risk sensitivities, P&L and liquidity gap. Provide commentary and relevant market colour.
Perform validation checks on VaR and sensitivity movements. Investigate exceptions and process limit excesses in a timely manner.
Daily interaction with FO to ensure risk figures and P&L are accurate to point where risk is well understood and risk-adjusted return decision can be made
Defend the risk figures and P&L produced by Risk and communicate clearly the methodology used for calculation to Management, business partners and risk committees.
Participate and communicate key risks in relevant branch risk committees
Involve in regulatory projects and contribute to assessing impacts from regulations to business strategy
Assist the Department Head in the preparation and maintenance of documents that pertain to Market and Liquidity Risk management in line with the Bank's policies
Post graduate in a relevant technical field - candidates with Quantitative Finance/ Quantitative Finance Risk Management discipline are highly preferred; open to candidates with Financial Engineering, Mathematics or Science background
3 - 5 years in market risk, liquidity risk and / or product control
Excellent logical, analytical and reasoning skills
Excellent communications skills; Fluency in English; Cantonese or Mandarin a plus