Risk Analyst

**1. Market Risk Management**

1) Trading book related: Monitor the market risk appetite indicator and risk limit authorization on a daily basis, including FX NOP and trading book P&L.

2) Banking book related: Monitor the market risk appetite indicator and risk limit authorization on a daily basis, including banking book FX NOP and bond investment limits.

3) Banking book related: Monitor the interest rate risk in the banking book in terms of repricing gap and NII change on a monthly basis.

4) Assets-Liability Duration monitoring: Monitor the asset and liability duration, with duration gap, on a biweekly basis.

5) Reporting: Prepare monthly reports to RMC as well as HO on the market risk monitoring results.

6) Limit Review: Work closely with HO and Treasury regarding the trading book and non-trading book related limit and authorization reviews.

7) Stress Testing: Prepare, conduct, and report market risk stress testing.

8) Policy Maintenance: Prepare, review, and amend market risk-related policy and internal SOP, working templates; provide policy review opinions on P&P owned by other departments that involve market risk and treasury business. Conduct gap analysis on revised/amended or new policies in HO and make necessary changes.

9) System and Model Enhancement/Review: Act as the contact person for new systems or valuation/risk measurement models, or for the enhancement/upgrading of existing systems/models.

**2. Liquidity Risk Management**

1) Limit Monitoring: Monitor the liquidity risk appetite indicator and risk limit authorization at the frequency required by HO and branch P&P.

2) Reporting: Prepare monthly reports to RMC as well as HO on the liquidity risk monitoring results.

3) Limit Review: Work closely with HO and Treasury regarding liquidity risk related limit and authorization reviews.

4) Stress Testing and LCP: Prepare, conduct, and report liquidity risk stress testing; prepare, conduct, and report the annual liquidity contingency plan with drill exercises.

5) Policy Maintenance: Prepare, review, and amend liquidity risk-related policy and internal SOP, working templates; provide policy review opinions on P&P owned by other departments that involve liquidity risk. Conduct gap analysis on revised/amended or new policies in HO and make necessary changes.

**3. Treasury abnormal transaction monitoring and general treasury control**

1) Monitoring: Monitor and follow up on three types of abnormal transactions: cancel/delete transactions; transactions with off-market prices; delayed input transactions. The status and investigation results will be reported to RMC and HO in relevant reports.

2) Policy Maintenance: Prepare, review, and amend abnormal transaction monitoring-related policy and internal SOP, working templates.

3) Operation Incident Follow-Up and Thematic Treasury Control Inspection: Act as the main contact person to handle treasury-related ORI inspections and verify remediation; conduct thematic business unit control inspections for treasury-related businesses/products upon assignment from management/RMC.

**4. Counterparty Credit Risk Management**

1) Check/confirm the limit/margin before customer side FX and derivatives.

2) Monitoring Margin level for existing transaction: conduct daily monitoring and follow-up the margin status, include but no limit to margin top-up and force close-out.

3) Monitor loans/outstanding credit exposure with currency mismatch

4) Policy maintenance：Prepare, review and amend Counterparty credit risk related policy and internal SOP, working template, Risk parameters for initial limit/margin utilization.

5) Reporting: Lead the relevant report data in counterparty credit risk exposure area.

**5. Other reporting monitoring duty**

Conduct monthly country risk exposure and limit monitoring.

**6. Duty as relief person (B role)**

As a relief person, cover the duty scope of operational risk function, when the A role is not around.

**Requirements**:
1) Experience in risk management at other banks is preferred.

2) Proficient in Excel, PPT, and other office software.

3) Fluent in both oral and written English and Chinese to liaise with internal and external Chinese stakeholders.