FRM就业—大华银行风险管理岗:有证书的速来！

　　市场风险管理(上海）

　　工作职责

　　1、Responsible for identifying, monitoring and managing market risks.

　　Make risk transparent through in depth and insightful position, PnL and risk analysis through daily risk exposure& PnL reporting.

　　2、Conduct Trading Book Parameter & Off Market Rate Monitoring

　　to ensure that market risk limits are followed by front office.

　　3、Perform daily marked-to-market valuation for GMIM products.

　　4、PerformBack to Back checking of all structured deposits/products

　　and financial products transacted by structuring team and sales team.

　　5、Reconcile trading book and banking book P/L and Net Open

　　Position between front office and back office.Assess market risk of new product/services and ensure that its impact on the Banks’ overall risk profile are adequately identified and can be well monitored. Give inputs from market risk perspective for new products to be launched during the new product program review process.

　　6、Maintain Market Risk policy, guidelines, limits and ensuring that

　　overall market risk management and control framework is in line with group and regulatory requirements.

　　7、Use and manage risk models through model maintenance and

　　daily reporting of Value-at-Risk and associated analysis.

　　8、Ensure that stress test of trading book positions is adequate on

　　a daily basis and continuously enhancing stress test quality.

　　9、Work with other departments (e.g. Operations, Finance) to ensure

　　that market risk exposures and risk performance indicators are properly and promptly monitored.

　　10、Ensure any anomalies are escalated to the appropriate level(s) of

　　authority for notation and management.

　　11、Prepare all market risk management related reports for

　　management review.