Accounting & FinanceBanking & Investment
10 Jul
MARKET RISK MEASUREMENT & MANAGEMENT
🚀 **We're hiring: Market Risk Measurement & Management | Risk Management Department | Beijing**Lead the head office's market risk measurement framework — VaR/ES, stress testing, Basel III and FRTB compliance — for a leading global financial institution.
Key Responsibilities
1. Implement core responsibilities as the second line of defense for market risk, leading the construction, optimization, and full-process management of the head office market risk measurement system, covering mark-to-market valuation, risk value (VaR/ES), stress testing, limit management, regulatory capital measurement, and other core modules;
2. Responsible for daily management, performance monitoring, and issue resolution of market risk measurement models, benchmarking against international regulatory rules and domestic regulatory requirements to ensure model compliance, accuracy, and effectiveness;
3. Lead the self-development, implementation, optimization, and iteration of market risk management system measurement modules, driving digital upgrade of market risk measurement capabilities;
4. Responsible for regulatory engagement and internal/external audit responses related to market risk measurement, building a market risk measurement and control framework that complies with Basel Accords, FRTB, and other international standards; introducing advanced overseas market risk management practices to enhance team professional capabilities;
5. Lead major risk measurement project breakthroughs and complex risk incident handling;
6. Complete other assigned tasks.
Requirements
7. PhD degree from internationally renowned institutions, with majors in Financial Engineering, Financial Mathematics, Statistics, Quantitative Economics, or related fields. Holders of FRM, CFA, or other professional certifications are preferred;
8. Generally should have 5+ years of experience in market risk management, with expertise in market risk measurement under international regulatory rules and domestic requirements. Hands-on experience in Basel Accord market risk capital measurement, FRTB rule implementation, or global market risk measurement system construction, or experience at Chinese-funded overseas institutions, or familiarity with China's onshore financial markets and regulatory rules is preferred;
9. Proficient in full-category market risk measurement models covering interest rates, foreign exchange, commodities, derivatives, and other assets, including mark-to-market valuation, VaR/ES, stress testing, and other core modules; familiar with mainstream market risk management systems such as MSCI RM, Murex, Summit, with hands-on experience in system implementation and optimization;
10. In-depth understanding of Basel Accords, domestic regulatory market risk rules, with extensive experience in regulatory compliance and audit responses.