MARKET RISK MANAGER II

BBVA | Hong Kong | HK

Excited to grow your career?

BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.

About the job:

Job Purpose & Objectives

  • Oversee different business activities performed by various trading desks including FX, Interest Rate and Equity desks.

  • Ensure high market data quality especially for Asian market data.

  • Identify and resolve discrepancies in PnL figures between the back office and the front office.

Key Responsibilities

  • Inspect Asian market data and collaborate with the Head Office team to fix issues if any.

  • Conduct PnL gap analysis between the back office and the front office, and collaborate with Finance and Data Inputs teams to address issues if any.

  • Support in market risk reporting and PnL attribution analysis.

  • Ensure effective communication with the front office and the market risk team in Asia/Madrid.

  • Perform ad hoc assignments or projects assigned by the supervisor from time to time.

Job Specifications

Qualification & Experience

  • University graduate or post-graduate in Math, Risk Management, Financial Engineering or any equivalent/relevant subjects.

  • 6+ year experience in market risk management.

  • FRM/CFA preferred.

Knowledge & Skills

  • In-depth knowledge in risk measurement including VaR/ES, risk sensitivities, valuation models.

  • Strong understanding of the rationale and steps involved in interest rate curve calibration.

  • Familiar with fixed income, currency and equity derivatives/structured products.

  • Familiar with market data collection process and hands on experience with Murex3, Algorithmics and Bloomberg is preferred.

  • Proficiency in SQL, Excel VBA, MS Access database.

Language

  • Excellent command of both spoken and written English.

  • Fluent in Mandarin is a plus.

Other Skills (e.g. Interpersonal, Communication etc)

  • Strong interpersonal and communication skills.

  • Professionalism and ethics.

  • Able to work in a matrix reporting structure, multi-functional and cross-cultural environment.

  • Well-organized and meticulous in details.

  • Ability to work under pressure, strong task management skill.

  • A team player.

Skills:

Interpersonal Communication

Information :

  • Company : BBVA
  • Position : MARKET RISK MANAGER II
  • Location : Hong Kong
  • Country : HK
Next Process

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Post Date : 2025-04-26 | Expired Date : 2025-05-26

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