Responsibilities
Supervise the Market Risk team in:
- Establish and review market risk related policies and procedures
- Performing stress testing and VaR calculation
- Actively participate in the implementation and launching of new treasury and investment products, and establishing / refining risk control policy and procedures for such products
- Support all risk reporting to Risk Committee and Executive Committee
- Liaise with local regulators, and Internal Audit on risk related matters within the scope of the team
Requirements
- University degree in a quantitative discipline such as quantitative risk management, statistics, and information technology
- Minimum of 10 years' experience in market risk
- Experience in dealing with local regulators, internal / external audit preferred
- Strong interpersonal and communications skills
- Strong command of spoken and written English and Chinese (including Putonghua)