Job Responsibilities :
Prepare the market risk reports for trading book and submit to ALCO and RMC
Improve the market risk reports, methodology to effectively manage trading book exposure
Conduct the model Back-testing
Validate all models to be used in both banking and trading book.
Select the proper technology for the market risk management
Console the market risk information and position
Liaison with IT and vendor to resolve the technical problem caused by the risk management System
Integration project of market risk and liquidity risk task force.
Qualification
Master’s degree in Finance, Economics, Marketing, Business Administration or related fields
Experienced in market risk management policies, ALM, Treasury or related fields will be preferable.
Good command of English