Market Risk Analyst, Treasury Expert
1 day ago
We are seeking a seasoned Market Risk Analyst to join our client's esteemed Risk Management team in the dynamic world of Treasury.
The estimated annual salary for this position is $120,000 - $180,000.
Job DescriptionAs a Market Risk Analyst, you will be responsible for monitoring the Branch's level of market risk in Treasury's business activities and ensuring sound risk management practices.
Your key responsibilities will include:
- Monitoring Treasury's trading activities and portfolio risk profiles to ensure they operate within risk limits (Stop-Loss, DV01, FX Delta and Off Market/Exception)
- Ensuring high levels of integrity and accuracy in preparing risk information and reporting
- Highlighting and escalating breaches, exceptions, or issues to relevant stakeholders in a timely manner
- Reporting risk profile trends and issues to Treasury/HOD and making recommendations on portfolio actions where necessary
- Responsibility for bond definition and limits setup in the Trading System for Treasury and Corporate Banking
- Conducting market stress testing to determine the ability of the Branch to withstand plausible severe adverse conditions, documenting outcomes, and sharing results/recommendations with relevant stakeholders
- Developing and reviewing internal risk-related guidelines and standard operating procedures (SOPs)
- Enhancing and automating risk management reports and controls for improved quality and productivity efficiency
- Participating in ad-hoc risk-related UATs/projects
To succeed in this role, you will need:
- A Bachelor's Degree in Business Administration or a relevant discipline
- Related working experience within the Banking industry, specifically in Market Risk Management
- Good understanding of financial products
- Proficiency in spoken and written English/Chinese to liaise with Head Office counterparts
- Proficiency in Microsoft Office, especially Excel capabilities (VBA preferred)
- Excellent communication and analytical skills
- Ability to work effectively in a team environment
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