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HK Risk Analyst

Date: May 11, 2022

Location: Hong Kong, HK

Company: Intesa Sanpaolo Group

Intesa Sanpaolo is the banking group leader in Italy. Assisting more than 14,6 milion of retail customers through a network of 5360 branches, it significantly supports the development of Companies and gives an important sustain to the country's growth. The Group has a selected retail banking presence in Central and Eastern Europe, the Middle East and North Africa, with approximately 1,000 branches and 7.2 million customers in 12 countries. Intesa Sanpaolo is also present in 25 countries in support of its corporate customers’ cross-border business. It is looking for new qualify profiles who want to face demanding and challenging career path with the following requirements:

Scope and Purpose

• Risk reporting and analysis on treasury and capital markets businesses and discuss this with senior risk managers. • Daily pricing of Bonds portfolio and monitoring derivatives mark-to-market. • Daily reporting to senior risk management. • Analyzing the movements and drivers of VaR, Stressed VaR, Greeks, sensitivities, CVA/DVA, 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 Hub and spoke Branches. • 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. • Providing ad hoc analysis as directed by manager. • Performing analysis for risk committee meetings (e.g. ALCO, risk committees). • Liaising with internal departments of the Branch. • Supporting other branches of the Asia Pacific Region on. risk related matters. • Preparing analysis, reports and comments about regulators' requirements and surveys of different jurisdictions (e.g. Hong Kong Monetary Authority, Monetary Authority of Singapore, China Banking and Insurance Regulatory Commission, etc.). 

Required Experience

1-2 years working experience, prior experience in risk management role is a plus 

Required Qualifications, Skills and Knowledge

• University degree holder in Business, Finance, Statistics, Risk Management or related disciplines • Good knowledge of risk management, banking industry, treasury and derivative products, market risk measures such as risk sensitivities, Greeks, value at risk, stress testing, etc. • Attentive to details and accuracy • Good command of spoken and written English and Chinese • Proactive and self-initiative and act as a good team player • Knowledge in VBA, SQL, Kondor, Murex, Bloomberg, Reuters is a plus 

 

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