AVP, Market Risk Model, Bank
- Location: Hong Kong
- Salary: Up to HK$0.00 per annum
Job summary
Job Responsibilities: * Responsible for Market Risk projects to fulfil HKMA and Basel III requirements * Validate models e.g. black scholes model, hull white models, etc. * Maintain the Market Risk framework and improve the policies Requirements: * University degree in Finance, Risk Management or equivalent holder of CFA or FRM an advantage * 4-6 years of experience in Market Risk or relevant areas * Good command of both written and spoken English and Chinese * Self-motivated, curious, and ad...
Job Responsibilities: * Responsible for Market Risk projects to fulfil HKMA and Basel III requirements * Validate models e.g. black scholes model, hull white models, etc. * Maintain the Market Risk framework and improve the policies Requirements: * University degree in Finance, Risk Management or equivalent holder of CFA or FRM an advantage * 4-6 years of experience in Market Risk or relevant areas * Good command of both written and spoken English and Chinese * Self-motivated, curious, and adaptable with strong attention to detail * Ability to work both independently and have the interpersonal skills required to collaborate and establish effective relationships with the business and external groups
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