Tổng quan công việc
To be responsible for measuring, monitoring, and controlling market risk, liquidity risk, and interest rate risk in banking book (IRRBB) as follows:
Methods and models for measuring risk;
Monitor risk status;
Early warning of potential risk limit violations;
MtM & Price validation;
Market risk stress test, liquidity risk stress test, IRRBB stress test;
Capital...
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Yêu cầu
Qualifications: Bachelor's degree or higher in Banking and Finance.
In-depth knowledge: Strong understanding of risk management.
Experience: at least 6 years of practical experience.
Proficient in technical tools for querying and processing complex data such as SQL, SAS, Python.
Analytical and logical thinking: able to translate complex business
requirements:into technical models.
Quyền lợi
Thưởng: .
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