BANK MARKET RISK OFFICER

Job Summary

You will evaluate and monitor market interest rate risk in the banking book, perform risk control and data validation, conduct stress testing, and prepare risk reports to support effective market risk management in a banking environment.

Responsibilities

• Evaluate, monitor, and analyze market interest rate risk in the banking book to identify risk exposures and trends
• Perform market risk control by reviewing limits, monitoring approved limits, and escalating limit breaches to ensure compliance
• Validate system data and develop enhancements to systems and templates for accurate risk data capture and monitoring
• Conduct regular stress testing and perform data and scenario analysis to assess risk under various conditions
• Prepare timely and accurate risk reports to inform stakeholders and support decision-making
• Prepare materials for risk management committees, including presentation slides and meeting minutes
• Collaborate effectively with stakeholders across multiple departments to facilitate risk management activities
• Manage multiple tasks and responsibilities efficiently under pressure and tight deadlines

Preferred competencies and qualifications

• Recognized bachelor’s degree or above, preferably in Finance, Mathematics, or related discipline
• Professional certifications such as FRM, PRM, or CFA are advantageous
• Minimum 2 years of relevant experience in market risk management within banks
• Proficient in English and Mandarin to liaise with Chinese-speaking stakeholders, supporting effective communication in a multilingual environment
• Strong knowledge of Treasury products and derivatives to analyze and manage market risks
• Proficient in Excel, VBA, and Access to support data analysis and system enhancements
• Strong interpersonal skills to engage and coordinate with stakeholders across departments