北京招聘

Key Responsibility

Responsible for identifying, monitoring and managing market risks.
Make risk transparent through in depth and insightful position, PnL and risk analysis through daily risk exposure& PnL reporting.
Conduct Trading Book Parameter & Off-Market Rate Monitoring to ensure that market risk limits are followed by front office.
Perform daily marked-to-market valuation for GMIM products.
Perform Back-to-Back checking of all structured deposits/products and financial products transacted by structuring team and sales team. 
Reconcile trading book and banking book P/L and Net Open Position between front office and back office.
Assess market risk of new product/services and ensure that its impact on the Banks’ overall risk profile are adequately identified and can be well monitored. Give inputs from market risk perspective for new products to be launched during the new product program review process.
Maintain Market Risk policy, guidelines, limits and ensuring that overall market risk management and control framework is in line with group and regulatory requirements.
Use and manage risk models through model maintenance and daily reporting of Value-at-Risk and associated analysis.
Ensure that stress test of trading book positions is adequate on a daily basis and continuously enhancing stress test quality.
Work with other departments (e.g. Operations, Finance) to ensure that market risk exposures and risk performance indicators are properly and promptly monitored.
Ensure any anomalies are escalated to the appropriate level(s) of authority for notation and management.
Prepare all market risk management related reports for management review.
Continually streamline the working process and participate in project UAT if needed. 

Requirements:
Bachelor Degree holder or above, major in Risk Management, accounting or financial related.
More than 6 years' of relevant experience in market risk management, product control, middle office and/or trading experience. 
Has rich experience of risk management and business-related knowledge. CFA or FRM certificate holder is preferable. 
Fluent in both written and spoken English.
Good IT/PC skills, proficient in Excel and preferably in Databases as well. Experience with Murex and strong VBA skill is preferred.
Ability to work well across teams/functions and under high pressure.

大華銀行集團於1992年1月在台灣成立辦事處，繼3年後1995年8月28日正式升級為分行。有鑒於台灣金融業的不斷國際化及自由化，我們在2001年4月2日也開始辦理國際境外金融（OBU）的業務。

大華銀行台北分行擁有一般正規銀行的執照，可提供客戶全方位的金融服務，我們不僅提供傳統的匯款與貿易服務，同時亦承做企業授信、商業融資、即期暨遠期外匯等財務金融交易。

大華銀行集團擁有卓越之國際聲譽，所以我們所針對的客戶是一般有跨國界金融服務需求的企業。

本行經多年來的努力，已成功建立了一群本地與國際的客戶。我們深信本行在與其他分支機構的合作下(尤其是大中華地區)，當能實現本集團之***使命：『發展成為亞洲太平洋區域的主要銀行，承諾為客戶提供優質產品與最完善的服務』。