Vice President, Market and Liquidity Risk Management
4 weeks ago
This position is accountable for managing and leading quantitative analysis of offices within Asia Pacific region.
Key roles & responsibilities include:
Handle tasks directly related to risk management including but not limited to Value at Risk, P&L and position computation.
Assume responsibility for the market and liquidity risk management function of all treasury-related activities such as to monitor system characteristic, review logic and pricing model of derivatives and all related financial products and give necessary instructions for improvement.
Conduct of tests related to risk management functions including but not restricted to back-testing and stress testing.
Lead and manage quants tasks, new product preparations, risk analysis & reporting, etc. and to coordinate with HO for new products approval.
Capture the risk profile in APAC region and give necessary & appropriate advise from viewpoint of market & liquidity risk management in order to optimize the risk & profit as a bank.
Liaison with Head Office and other bodies on all technical matters pertaining to risk management; including the transmission of data and other information for Head Office reporting purposes.
Job Requirements :
Bachelor Degree (or Master) in Quantitative Finance, Financial Engineering or equivalent.
At least5 years of relevant experience in a corporate or commercial bank.
Strongknowledge of financial products including pricing model methodology and ability to understand pricing models and risk models.
Strong analytical skills with good grasp of marketand liquidityrisk knowledge.
Knowledge in programming skill (VBA and/or SQL) is preferred.
Strong communication skills with ability to work collaboratively with front office, back office and head office
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