Primary responsibility for the implementation of all market risk related policy and framework as per external regulations and Head Office requirements, providing analysis on risk portfolio and providing improvement suggestion to support Bank's strategy.
Overall Responsibilities - Support the development and implementation of the Bank's market risk, counterparty credit risk and liquidity risk policies in accordance with Head Office and regulatory requirement
- Support the review of risk appetite, risk tolerance and market risk limits in line with the Bank's business strategy.
- Independently monitor and analyses the Bank's market risk profile and market limit utilization, provide relevant opinions and suggestions to business unit.
- Develop and maintain reporting model to facilitate automation of report generation
- Deliver accurate, timely and analytical reporting, including reports to head office and internal management report
- Conduct market risk stress testing and analysis as required
- Assist in ad-hoc requests from Head office and regulatory authorities.
Knowledge/Skills - Ability to develop detailed plan and organize variety of tasks and projects to achieve goals * Ability to prioritize tasks, and meet deadline
- Ability to get point of view across clearly and concisely
- Excellent proficiency in MS Excel (including VBA)/Word/PowerPoint skills.
- Excellent verbal and written language ability in both English and Chinese
- Ability to provide analysis and useful insight.
Experience/Qualifications - At least 3 years banking/market risk management related experience
- Degree in Finance/Accounting or related
- Certified Practicing Accountants (CPA), Chartered Financial Analyst (CFA), Certified Financial Risk Manager (FRM) in Australia preferred.
Candidates must have must have PR or NZ/ Australian Citizenship to be considered.
