CRO_Risk Management Analyst

Scope and Purpose
• Risk reporting and analysis on treasury and capital markets businesses and discuss this with senior risk managers.
• Daily pricing of bond portfolio and monitoring derivatives mark-to-market.
• Daily reporting to senior risk management.
• Analyzing the movements and drivers of VaR, Stressed VaR, Greeks and sensitivities down to business line and product level.
• Monitoring the exposure to issuer risk at portfolio level.
• Providing stress tests and worst case scenario for the branches of the Asia Pacific Region.
• Measuring, monitoring and reporting the exposures of the branches to relevant risk factors, the interrelationship and the correlation between the various risks in the branches.
• Monitoring compliance with the limits assigned to risk taking centers, communication to senior management of excess (if any) and breaches and following up with risk taking centers for the remedial actions.
• Analyzing the risks (market, liquidity, interest rate risks, and others) and preparing risk reports across different types of products.
• Providing ad hoc analysis and tasks as directed by managers.
• Performing analysis for risk committee meetings such as ALCO, risk committees.
• Liaising with internal departments of the Branch.
• Supporting other branches of the Asia Pacific Region on risk related matters.
• Preparing analysis, reports and comments related to regulators' requirements and surveys of different jurisdictions, like Hong Kong Monetary Authority, Monetary Authority of Singapore, and others.

Required Experience

3-4 years' experience in risk management role is required.

Required Qualifications, Skills and Knowledge

• University degree in Business, Finance, Statistics, Risk Management or related disciplines
• Good knowledge of risk management, banking industry, treasury and derivative products, market risk measures such as risk sensitivities, Greeks, value at risk, stress testing, and others
• Good command of spoken and written English and Chinese
• Have self initiative and attentive to details
• Knowledge of VBA, SQL, Kondor, Murex, Bloomberg, Reuters is a plus

About us

We are the leading banking group in Italy and one of the Top Tier in Europe. Join us and be part of our successful story!

With over 20 million customers in Italy and abroad, we are a true engine of sustainable growth, with a strong commitment to the environment and a tangible impact on society. People are our driving force. We take care of them and foster an inclusive culture where everyone feels valued and empowered.

Join an international and innovative Group. Don't wait for the future, choose it!

#sharingfuture

We guarantee an inclusive and equal environment. We will consider all applicants regardless of race, religion, sexual orientation, gender identity, marital status, national origin, age, disability, or any other protected category in compliance to D.lgs. 198/2006, 215/03 and 216/03.

For the evaluation of the application, the data will be processed by Intesa Sanpaolo S.p.A. as Data Controller. We invite you to review the dedicated Privacy Information Notice for more details.