CRO_Risk Manager

Scope and Purpose

• Implementing and enhancing the risk management framework that adequately identifies, measures and monitors the material risks of the Branch
• Reviewing and updating the risk management policy and procedures
• Risk reporting and analysis on treasury and capital markets businesses and discussing 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 and managing market, liquidity, interest rate risk limits and ensuring that risk limits are compliant with internal and regulatory requirements and in line with the Bank’s guidelines
• Analyzing the risks (market, liquidity, interest rate risks, etc.) and preparing reporting across different types of products
• Providing ad hoc analysis and tasks as directed by senior risk managers
• Performing analysis for risk committee meetings (e.g. ALCO, risk committees)
• 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 (e.g. Hong Kong Monetary Authority, Monetary Authority of Singapore, National Financial Reporting Authority (previously called China Banking and Insurance Regulatory Commission), Japanese Financial Services Agency, etc.)
• Carrying out local tasks in coordination with the Head of Risk Management Unit, Hong Kong Branch

Required Experience

5+ years of relevant experience in banking industry

Required Qualifications, Skills and Knowledge

• University graduate / professional qualification, preferably in risk management, business, banking, accounting or related disciplines
• Familiar with banking products and treasury operations
• Experience with treasury / risk management systems (Murex, Kondor+, etc.), research tools such as Bloomberg, Reuters, etc.;
• Programming skills, e.g. VBA, SQL, is an added advantage
• Excellent communication skills, proactive and with strong sense of responsibility; attention to details and able to work independently