Market Risk Analyst（Mandarin Speaking)

We are a market-leading banking organization with an international presence. We are currently seeking a motivated Market Risk Analyst to join our Risk Management Team.

Job Title

Market Risk Analyst 

Summary

 · Work within market risk team under the direction of, and reporting to the Senior Market Risk Manager and with ultimate reporting line to the Head of Risk Management Department.

· A dynamic risk analyst role with the key focus on market risk management along with back-up function role for various risk areas; assisting the bank to continuously enhance risk management practices and the overall framework.   

 · Flexibility to enable a self driven and highly motivated individual to apply your professional judgement and expertise on risk matters and opportunities for you to continuously grow and expand your technical skills and risk coverage.

Key Duties and Responsibilities

 · Proactive monitoring of treasury risks (including market risk, liquidity risk and IRRBB) to ensure the risks are aligned with internal policies and limits.

1) Produce daily risk management reports for position monitoring and risk management purposes.

2) Investigate issues and areas of concern, communicate with stakeholders to understand and assess relevant risk impacts and make appropriate recommendations.

3) Develop expectations of risk developments and factor this into the daily risk monitoring activities.

4) Undertake intra-day and real time risk monitoring when needed.

5) Produce regular reporting to APRA, Head Office, Management and other relevant parties (i.e. daily, monthly, quarterly, half-yearly).

· Ongoing process enhancements to improve efficiency of bank-wide risk management tools.

6) Maintain and upgrade risk monitoring models (e.g. liquidity and market risk excel models) to ensure they remain robust, comprehensive and adequate for the business complexity.

7) Develop and improve excel models for new and existing products and portfolio management.

8) Assist the bank to strengthen its analytical capabilities; provide data analytical support for various projects and thematic reviews.

9) Undertake market research and use Bloomberg to extract market information to assist risk management activities.

· Undertake risk assessment of new financial market products and business activities and recommend suitable course of control actions.  

· Update the bank’s market risk policies and strengthen the overall risk management framework (e.g. policies, procedures, risks and controls, risk reporting, risk monitoring tools etc), ensuring alignment with the Bank’s overall risk management objectives.

· Analysis and assessment of the Branch’s country risk exposure according to Head Office management requirement.

Qualifications and Experiences

 · A mathematical background or a degree in a financial discipline (finance, quantitative finance);

· Demonstrated quantitative and problem solving skills with a good level of attention to details;

· Strong numerical and financial analysis skills, ability and strong interest in building financial models;

· Advanced Microsoft Excel skills (VBA macros and other programming skills would be an advantage);

· Knowledge of risk management rules and practices, especially on market and liquidity risks;

· Ideal candidate will have a market risk background with 2 years risk experience in a banking environment;

· Reasonable understanding of APRA and other relevant regulatory requirements;

· The ability to work well in a team and the ability to communicate effectively with different stakeholders.