Market Risk Officer

- Monitor derivatives transactions, including daily MTM reports, update market data/exchange rate, cross-check and keep derivatives data and supporting documents;
- Develop, back-test, manage and monitor models and measurement tools of derivative products&039; risk management (VaR...);
- Work with Parent bank/consult company in the implementation of derivative products trading project for the bank;
- Monitor market risk limits for derivatives transactions;
- Support in calculating capital for market risk;
- Other tasks as assigned by manager.
- Implement other tasks in the project of derivative products trading under SBV&039;s regulation and internal regulations of the bank;

Yêu cầu công việc

- Fluent in English;
- Skills in quantitative analysis, econometrics and risk models (VaR...);
- Experience/familiar with derivatives tools (Kondor, Murex...);
- At least 3 years experience;
- Good knowledge and experience about FX derivative;
- Strong background of risk management in banks;
- Teamwork, responsibility, interpersonal skill.

- Professional working environment.
- Social Insurance as Vietnamese regulations;
- Fixed Bonus of 300% basic salary per year;
- PTI health insurance;
- Work from Monday to Friday;
- Salary: Negotiable;

Cập nhật gần nhất lúc: 2021-06-14 09:12:02