Risk Analyst (Market Risk / Treasury Risk / IRRBB)

About the Role

We are looking for a Risk Management Executive to join our Risk Management team, supporting the Bank’s market and treasury risk framework. This role offers broad exposure across Market Risk, Interest Rate Risk in the Banking Book (IRRBB), Treasury Risk, Risk Analytics and Risk Reporting, providing the opportunity to work closely with Treasury, Finance and senior management in monitoring risk exposures and strengthening the Bank’s overall risk governance.

This is an excellent opportunity for candidates who are keen to deepen their knowledge of treasury products, balance sheet risk management and regulatory risk frameworks within an international banking environment.

Key Responsibilities

• Monitor market and treasury risk exposures across the Bank’s balance sheet, including Interest Rate Risk in the Banking Book (IRRBB), while ensuring compliance with approved risk limits and escalating any exceptions where required.
• Perform risk analysis, stress testing and scenario modelling to assess the impact of market movements on the Bank’s earnings, capital and balance sheet, and identify emerging risk trends.
• Prepare regular risk reports, dashboards and management information for senior management, Head Office and various risk management committees.
• Support the enhancement of risk systems, data validation processes and reporting templates to improve the accuracy, efficiency and automation of risk monitoring.
• Work closely with Treasury, Finance, Front Office and Technology teams to strengthen the Bank’s market risk framework and support ongoing regulatory and internal risk initiatives.

Requirements

We are looking for candidates with at least 2 years of relevant experience in Market Risk, Treasury Risk, ALM, Product Control, Treasury Middle Office or Risk Analytics within a banking environment.

Candidates should possess a sound understanding of Treasury products, interest rate risk, fixed income, FX and derivatives, with practical exposure to market risk monitoring, risk reporting or stress testing. Experience in IRRBB, ALM or banking book risk will be highly advantageous.

Professional certifications such as FRM, PRM or CFA are preferred but not mandatory.

You should also possess:

• Strong analytical and quantitative skills
• Advanced Excel skills (VBA, SQL or Python would be an advantage)
• Good communication and stakeholder management skills
• Ability to work independently under tight timelines
• Proficiency in both English and Mandarin to communicate with Chinese-speaking stakeholders