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To participate in ongoing regulatory driven projects such as FRTB, IBOR Transition program for Traded Risk/ Market Risk/ Counterparty Risk
Work and coordinate with various business such as Trading, IT, Traded Risk and Product Control team to standardize requirements
Ensure VaR and Credit exposures are correctly captured in Market Risk and Counterparty Credit Risk Systems
Conduct various impact analysis on portfolio and limits based on proposed methodologies
Perform timely traded risk limit monitoring (market risk and counterparty credit risk), ensure risk exposures and regulatory risk measurements are accurately validated
Contribution to ongoing IBOR / FRTB project initiatives, ongoing liaison with front office trading teams and support relevant policy updates and system development
Support BAU project activities to ensure data quality and integrity for Traded Risk
Degree holder in Business Administration, Finance, Risk Management or equivalent disciplines.
Minimum 8-12 years' experience in Market Risk, Counterparty Credit Risk, Traded Risk from established financial institutions or consulting firms. Candidates with less experience will be considered for AVP position.
Strong understanding of Market Risk and Counterpart Risk calculation and aggregation / models
Able to perform in fast paced team environment.
Excellent communication skills and ability to form strong working relationships
Should you wish to have a confidential discussion, please contact Fabienne Cheng at 2520 5073