Market Risk / Risk Modelling / Risk Analytics Manager

Job Title: Market Risk / Risk Modelling / Risk Analytics Manager
Contract Type: Permanent
Location: Hong Kong
Salary: Negotiable
Reference: 44705_1600250198
Contact Name: Cardie Siu
Contact Email:
Job Published: October 09, 2020 17:03

Job Description

Our client is one of the reputable banks in Hong Kong. Currently looking for potential candidates with market risk knowledge

ROLE (1) Market risk focus


  • To assist in identifying, measuring, monitoring and reporting market risk of the trading activities in the bank
  • To assess the market risk of the new treasury products, establish and maintain the market risk management systems
  • To assist in model validation and enhancing the market risk management framework to compliance with regulatory requirements.
  • To preparing regular risk management reports and performing ad hoc projects upon request

ROLE (2) Risk Analytic/ Modelling focus


  • To develop, maintain, and enhance models for for stress testing, IRRBB Modelling, behavioral model, ICAPP, SDST, recover plan etc and relevant risk analytics methodologies
  • To design, review, enhance, implement, and maintain stress testing methodologies and procedures
  • To collaborate with various internal and external units and stakeholders to collect data for model development and implementing latest risk projects
  • To assume new risk management related projects and initiatives as required
  • To perform other jobs and ad-hoc projects as assigned by supervisor


  • Degree holder or above in Risk Management, Statistics, Quantitative Analysis or related disciplines
  • Minimum 2- 8 years of relevant experience in risk analytics / modelling / modeling validation/ market risk
  • Self-motivated and detail-oriented with a strong analytical mindset
  • Good team player, with high level of curiosity as well as independent problem-solving and multi-tasking ability
  • Good computer skills particularly in Excel and VBA, and proficiency in SAS or SQL programming skills would be an advantage
  • Good command of both written and spoken English and Chinese

Candidate with less experience will be considered as Assistant Manager

Click "Apply Now" to apply for this position or call Cardie Siu at +852 3180 4955 for a confidential discussion. All information collected will be kept in strict confidence and will be used for recruitment purpose only.