上海招聘

Position : Market Risk Management & Product Control (两年期合同）

Function : Risk Management

Location : Shanghai, China

Key Responsibility

• Make risk transparent through in depth and insightful position, PnL and risk analysis through daily risk exposure& PnL reporting.
• Participate in bank’s new treasury system project (Murex). Responsible for UAT and system release.
• Keep in touch with the Head Office, improve the system to meet local regulation requirement. Provide logic setting and reports development related to valuation, market risk mandate monitoring, risk exposure management (VaR, Stress test, Limits, Backtest, Back-to-Back checking, etc).
• Ensure compliance with relevant regulatory guidelines and requirements, together with related Group framework, policies and processes as part of system development and management activities.
• Optimize reserve methodology, market risk parameter and risk model.
• Analyze and verify valuation result for financial products especially for China onshore products in new treasury trading system project.
• Establish financial and management reporting and monitoring of global market PnL and market risk exposures with system migration. Ensure that financial products market risk can be properly identified, monitored and managed.
• Perform market data analysis.
• Set risk indicators and design report format for new product/services offered by Global Market Division.
• Work with other departments (e.g. IT, Treasury Support, Operations, Finance) to ensure the success of market risk management and product control end to end process.

Requirements

• Bachelor Degree holder or above, major in Risk Management, Mathematics, Accounting or financial related
• Experience with Murex and project is preferred.
• Relevant experience in market risk management, product control, middle office and/or trading experience. Has rich business-related knowledge.
• Fluent in both written and spoken English.
• Good IT/PC skills, proficient in Excel and preferably in Databases, VBA as well.
• Ability to work well across teams/functions and under high pressure.

Pls. submit CV to shanghai.recruitment@uobgroup.com