Job duties:

• Participate in the implementation/upgrading and testing of the treasury systems
• Perform product due diligence and provide quantitative support to the new treasury products
• Participate in improving market risk models and monitoring the related model risk
• Prepare market risk reports for senior management

Requirements:

• Degree holder (Major in Risk Management, Quantitative Finance, Financial Engineering, Statistics, Math or related finance discipline)
• At least 3 years’ experience in market risk, trading or other related areas
• Strong knowledge in market risk models and Basel 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

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