Job Duties
- Participate in the valuation of treasury products, research, development, and implementation of risk model, etc.
- Participate in improving market risk models and monitoring the related model risk
- Perform product due diligence and provide quantitative support to the new treasury products
- Participate in testing and upgrade work related to treasury system
- Prepare market risk reports for senior management
Requirements
- Degree holder (Major in Risk Management, Quantitative Finance, Financial Engineering, Statistics, Math or related finance discipline)
- 10 years or above related working experience in market risk, financial markets or other related areas
- Strong knowledge in market risk models and Basel III regulatory requirements is preferred
- Strong analytical mindset, good communication and problem-solving skills
- Proficiency in written and spoken English and Chinese, fluency in Mandarin is an added advantage
- Experience with risk management systems (Murex or Risk Manager, etc.) is an added advantage
- Proficiency in VBA programming or other programming languages
- Possession of professional qualification of CFA, FRM, or Enhanced Competency Framework on Treasury Management is an added advantage
We offer competitive remuneration package and comprehensive fringe benefits including medical and life insurance, and different types of allowances to the right candidates. Interested parties, please submit your application online. For details, please visit our website http://www.bochk.com. Data collected would be used for recruitment purposes only. Applicants who do not hear from us within 8 weeks may consider their application unsuccessful and their data will be destroyed within 12 months of receipt.
