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Market Risk & Operational Risk Manager

BBVA Shanghai, China
Posted 5 days ago In-Office Permanent Competitive
This is a dual role to mainly cover market risk and operational risk management, and have the limited exposure to liquidity risk management for Global Risk Management Asia team

Market Risk Management / Regional reporting line is to the Head of Market Risk Asia

  • Perform, develop, and improve market risk management and reporting. Analyze and control limits on VaR, Sensitivities and Stop Loss.
  • Responsible for risk identification, analysis and evaluation of derivatives and related trading portfolios.
  • Provide input for regulatory reporting.
  • Ensure effective communication with Front Office and the market risk team in Regional Office on market risk matters.
  • Perform ad-hoc assignments from time to time assigned by the team head.
  • Maintain the local Market Risk procedure.

Operational Risk Management / Regional reporting line is to the Head of Internal Control Asia

  • Responsible for local-driven Operational Risk Control testing and local reporting, such as PBOC Credit System usage review and testing and escalate any other observed and confirmed operational process weakness to the ICOR regional team with all the details
  • Update the SH Branch Operational Risk Procedure file and SH Branch New Product Review Procedure file on the minimum annual basis to ensure the procedure can properly reflect the actual current process. 
  • Coordinate with other local departments (such as local Compliance team) to complete the local-driven Operational Risk relevant tasks together if deemed reasonable and agreed by the regional ICOR team.
  • Attend the monthly local SMC meeting and regional-hosted quarterly SH and regional/HK Internal Control Operational Risk (ICOR) meetings on behalf of SH ICOR function.  For the monthly local SMC meeting, also need to prepare and share SH Branch OP Risk agenda with the SMC members before attending the meeting.  

Liquidity Risk Management / Regional reporting line is to the Head of Finance Asia

  • Participate in monthly liquidity management team meetings as a second line of defense.
  • Understand and review the liquidity ratio and forecast.
  • Review liquidity contingency plan.
  • Oversight the liquidity of Shanghai Branch, and trigger alert when necessary.
  • Involve in quarterly stress testing reports.

 

Requirements:

  • University graduate or post-graduate in Risk Management, Financial Engineering, Quantitative Finance, Finance, or Accounting majors or any equivalent/relevant subjects.
  • At least 3 years’ experience in Market Risk management.
  • At least 3 years’ experience in Banking Operational Risk or internal or external auditor role, or financial controller function.
  • Excellent knowledge of
  • Market risk - risk measurements (including VaR, Risk Sensitivities, etc.), valuation models and structured products.
  • Local regulatory requirements – including market risk and operational risk.
  • Experience with liquidity risk management is an advantage.
  • Good oral and written communication skills in both Putonghua and English and with good presentation skills in both languages as well.
  • Highly motivated, self-starter who takes initiative.
  • Proficiency in SQL, Excel VBA and MS Access.
  • FRM / CFA preferred.

Other Skills (e.g. Interpersonal, Communication and 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.

•    A team player.                

 

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