Excellent opportunity opens up to join an International Bank as their new Market Risk Analyst. With a strong background in quant/mathematics and a strong command of Mandarin, you will gain valuable exposure to risk in a banking environment, where you will drive improvements and assist the monitoring of risk exposure metrics.
Key Responsibilities
- To ensure that market risk metrics are accurately calculated and reported in accordance with Market Risk policy to the senior management and the HO. Monitor on a daily basis the adherence to approved market risk limits. Trouble shooting and documenting are required.
- To assist the Market Risk Manager in maintaining and improving the risk infrastructure of the Branch. To improve reporting as required and to contribute to related projects.
- To regularly monitor the business plan of 1st line from Market risk perspective and to ensure there are appropriate limits available for smooth conduct of business. Act as an admin of the risk management function in internal and external trading and risk management platforms.
- To assist the Market Risk Manager in improving the methodology for accurately calculating market risk exposures from new and existing products and business, including portfolio market risk measures such as VaR, DV01, FX exposure.
- To monitor counterparty Credit Risk and country risk for the branch. Perform stress testing and qualitative risk assessments of different business units.
- To assist the Market Risk Manager in liaising with Head Office regarding market risk and other risk related matters. Assist with the review and apply of policies and requirements from the London Branch and the HO.
Qualifications
- Educated to Bachelor degree in quantitative discipline (applied math, statistics, physics, engineering etc.), with 1-2 years working experience in Market Risk or related domains.
- Excellent communication skills in English and Mandarin, both written and verbal are mandatory.
- Knowledge of market risk measurement methodologies, market risk management principles and reporting process. Accounting knowledge is desirable.
- Advanced level of knowledge and experience of Excel and VBA is a must.
- Knowledge of a broad range of wholesale banking and treasury products (Rates, FX, Loans etc.), and an understanding of their valuation.
- Understanding of the PRA regulatory framework and of capital management requirements would be useful but not essential.
- Ability to multi-task and prioritise workload.
- Ability to work professionally, confidentially and demonstrate tact and diplomacy.
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Market Risk Analyst - Mandarin Speaking - International Bank employer: Rothstein Recruitment
Join a dynamic fintech company that prioritises innovation and reliability, offering a collaborative work culture where your expertise in Site Reliability Engineering will be valued. With a strong focus on employee growth, you will have access to continuous learning opportunities and the chance to work with cutting-edge technologies in a supportive environment. Located in a vibrant tech hub, this role not only promises meaningful work but also the unique advantage of being part of a rapidly evolving industry.
