Job duties:

• Participate in the valuation of treasury products, research, development, and implementation of risk model, etc. 
• Participate in improving market risk models and monitoring the related model risk
• Perform product due diligence and provide quantitative support to the new treasury products
• Participate in testing and upgrade work related to treasury system
• Prepare market risk reports for senior management

Requirements:

• Degree holder (Major in Risk Management, Quantitative Finance, Financial Engineering, Statistics, Math or related finance discipline)
• 10 years or above related working experience in market risk, financial markets or other related areas
• Strong knowledge in market risk models and Basel III regulatory requirements is preferred
• Strong analytical mindset, good communication and problem-solving skills
• Proficiency in written and spoken English and Chinese, fluency in Mandarin is an added advantage
• Experience with risk management systems (Murex or Risk Manager, etc.) is an added advantage
• Proficiency in VBA programming or other programming languages
• Possession of professional qualification of CFA, FRM, or Enhanced Competency Framework on Treasury Management is an added advantage