Senior Associate Market Risk Management, Risk Management Department

CTBC Bank Co., Ltd., Hong Kong Branch

Responsibilities:

• Responsible for daily market risk and profit & loss (P&L) reporting, analysis, monitoring and control work and P&L attribution analysis in relation to market risk management;
• Perform and review the stress testing program and backtesting for Value at Risk;
• Review trading limits, re-allocation and changes;
• Perform Asset & Liability management (ALM) reporting and Product Due Diligence (PDD/PRR) duties;
• Maintain updated departmental policy & procedure and working manuals;
• Participate in projects or ad-hoc tasks as assigned by Management.

Requirements:

• Bachelor Degree or above in Finance, Statistics, Financial Engineering or related disciplines;
• At least 1-2 years of risk management or investment management experience in financial industry;
• FRM or CFA candidate or holder will be an advantage;
• Knowledge in financial instruments and risk management techniques;
• Proficient in Macro/ VBA programming of MS Excel and using Bloomberg is a must;
• Detailed-oriented, meticulous and strong analytical skills; and
• Good command in written and spoken English and Chinese, especially Mandarin.