| Employer: | Bank of China
| Job Ref No: |
F04RM-MARRISMGR
| Job Title: |
Market Risk Manager
| Sector: |
Asset Management
| Sub Sector: |
Unspecified
| Risk Type: |
Market
| Expertise: |
Quant
|
- Perform treasury and market risk exposure monitoring and to conduct financial product assessment
- Responsible for the development and validation of Value-at-Risk model
- Participate in the development and validation of pricing models and also financial product development project
- Assist in the management of the risk model implementation project to ensure Basel II compliance
Requirements:
- Degree or above with major in Risk Management, Quantitative Finance, Finance, Financial Engineering, Statistics or related discipline
- Possess professional qualifications - CFA, FRM, PRM or equivalent
- At least 4 years experience in Banking, of which at least 2 years experience in Market Risk Management areas
- Good knowledge in market risk models and Basel II (market risk)
- Experience in project management preferred
- Strong analytical-minded, possession of good communication and problem-solving skills
- Good command of spoken and written English and Chinese, fluent in Mandarin is an added advantage
- Proficient in PC applications
| Region/Country: |
Asia / Pacific, China
| City: |
Hong Kong
| Address: | | Post Date: | 05/18/2012 |
