AVP / VP – IT Risk Management – Risk Management
• Create/improve/automate market risk monitoring reports with a number of programming tools such as excel macros, Python, SQL on regular basis;
• In charge of or working with other teams on new system implementation, testing, or overall project management;
• Validate market risk models or tools for fixed incomes/equity/FX products, perform VaR Backtesting and help explaining the changes of risk parameters;
• Develop, review and implement an effective Operational Risk Management Framework covering methodologies, policies, guidelines and tools in line with regulatory requirements and industrial best practices;
• Provide reporting to local and HQ Business, Risk and Regulatory stakeholders.
• Strong programming skills (Python, VBA, SQL) are required. Excel skills are a must, Quantitative background or CFA/FRM is a plus;
• 5+ years of market risk experience or operational risk experience or project management experience within investment banking / securities firm are preferred ;
• Strong knowledge and working experience on fixed income products, market risk management or Bloomberg systems are preferred;
• Highly analytical with strong technical capabilities;
• Proactive and versatile, with real/strong interests in global markets business and risk management;
• Highly motivated and strive for excellence, with high professional standards;
• Ability to work independently and under pressure;
• Good command of written and spoken English and Chinese including Mandarin.