AVP/Manager, Market Risk
Solliciteren
Plaats
Brussel1000
Brussel
België
Contract
Vooltijds, Onbepaalde duurDatum gepubliceerd
2026-02-14Online to:
2026-04-15EUR 20.00 HOUR
AVP/Manager, Market Risk
- Chong Hing Bank Limited
- Brussel
- 1 dag geleden
Chong Hing Bank Limited was founded in Hong Kong in 1948. The Bank and its subsidiaries (including Chong Hing Securities Limited and Chong Hing Insurance Company Limited) offer comprehensive commercial banking and financial services to individual and corporate customers. These services include HKD and foreign currency deposits, credit, foreign exchange, wealth management, investment, securities, insurance and mandatory provident fund. The Bank currently operates a network of more than 30 branches in Hong Kong as well as 1 branch in Macau, 17 branches and sub-branches in Mainland China. In recent years, the Bank has been actively expanding its business. To cope with the Bank's rapid growth, we are now inviting high calibre candidates to join us and develop successful careers with us.
Responsibilities
Coordinate and prepare daily market risk monitoring frameworks and ensure strict adherence to established risk appetite limits and regulatory mandates
Deliver risk analysis on treasury activities to provide management with insights for strategic decision making
Perform independent price verification and implement valuation control frameworks
Facilitate the end-to-end qualitative and quantitative validation of market risk and Interest Rate Risk (IRR) models, ensuring alignment with standards
Perform risk-based evaluation on new products, provide critical assessments and regular review on pricing methodology, model assumptions and limitation
Develop and execute stress testing and scenario analysis on the bank's portfolio
Drive and participate in system implementation and system enhancement projects
Contribute to the continuous refinement of risk management policies and procedures
Perform other ad hoc projects or assignments
Requirements
University degree in Risk Management, Quantitative Finance, Statistics, Financial Engineering or related quantitative discipline
Holder of CFA and/or FRM is preferred
Minimum of 3 to 5 years of quantitative or validation experience within a risk function in bank or other financial services industry
Proven experience in FX/IR valuation model view
Familiar with regulatory frameworks such as FRTB and IRRBB is highly preferred
Proficiency in Excel VBA, SQL and Python is considered a significant advantage
Excellent command of spoken and written English and Chinese, proficiency in Putonghua is an advantage
Position offered is subject to the experience level of the candidate
We offer competitive remuneration package and promising career opportunities to the successful candidates. Interested parties, please send full resume with current & expected salary and the date of availability to The HR Division, G.P.O. Box 2535, HK , or by clicking Apply Now. Please quote reference on your application. Information provided will be treated in strict confidence and only be used for recruitment purposes. Personal data of unsuccessful applications will be destroyed 24 months after the completion of the recruitment and selection exercise.
Responsibilities
Coordinate and prepare daily market risk monitoring frameworks and ensure strict adherence to established risk appetite limits and regulatory mandates
Deliver risk analysis on treasury activities to provide management with insights for strategic decision making
Perform independent price verification and implement valuation control frameworks
Facilitate the end-to-end qualitative and quantitative validation of market risk and Interest Rate Risk (IRR) models, ensuring alignment with standards
Perform risk-based evaluation on new products, provide critical assessments and regular review on pricing methodology, model assumptions and limitation
Develop and execute stress testing and scenario analysis on the bank's portfolio
Drive and participate in system implementation and system enhancement projects
Contribute to the continuous refinement of risk management policies and procedures
Perform other ad hoc projects or assignments
Requirements
University degree in Risk Management, Quantitative Finance, Statistics, Financial Engineering or related quantitative discipline
Holder of CFA and/or FRM is preferred
Minimum of 3 to 5 years of quantitative or validation experience within a risk function in bank or other financial services industry
Proven experience in FX/IR valuation model view
Familiar with regulatory frameworks such as FRTB and IRRBB is highly preferred
Proficiency in Excel VBA, SQL and Python is considered a significant advantage
Excellent command of spoken and written English and Chinese, proficiency in Putonghua is an advantage
Position offered is subject to the experience level of the candidate
We offer competitive remuneration package and promising career opportunities to the successful candidates. Interested parties, please send full resume with current & expected salary and the date of availability to The HR Division, G.P.O. Box 2535, HK , or by clicking Apply Now. Please quote reference on your application. Information provided will be treated in strict confidence and only be used for recruitment purposes. Personal data of unsuccessful applications will be destroyed 24 months after the completion of the recruitment and selection exercise.
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