- Location
- HONG KONG-TESORERIA
- Workplace
- Onsite
- Type
- Full-time
- Department
- Finance
- Seniority
- Manager
- Closing date
- Today
- Source
- Workday
Description
Excited to grow your career?
BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.
About the job:
Job Purpose & Objectives
This is a dual role to cover both structural risk and market risk management.
Monitor the structural risk of Asian branches, including liquidity risk and interest rate risk in the banking book (IRRBB), ensuring the accuracy and reliability of risk measurements.
Monitor market risk exposures and ensure that risk positions are appropriately measured, reported, and maintained within the risk appetite of the head office.
Identify potential breaches of market risk and structural risk limits, and coordinate with relevant stakeholders to investigate and resolve any issues in a timely manner.
Key Responsibilities
Prepare, maintain, and enhance market risk and structural risk reports, ensuring the timely and accurate delivery of risk information.
Monitor risk metrics and limits, investigate exceptions, and escalate issues where appropriate.
Support the management of structural risk exposures, including liquidity risk and IRRBB, and liaise with Treasury teams across Asian branches when required.
Monitor market risk positions, with a particular focus on equity desk activities, and communicate effectively with Front Office teams and Market Risk colleagues in Head Office.
Assist in market risk management activities, including data validation, risk analysis, and daily P&L attribution review.
Perform ad-hoc assignments and projects from time to time assigned by supervisor.
Job Specifications
Qualification & Experience
University graduate or post-graduate in Risk Management, Financial Engineering, Quantitative Finance or any equivalent/relevant subjects.
Minimum 5-year experience in market risk management and at least 2-year experience in structural risk management.
FRM/CFA preferred.
Knowledge & Skills
Understanding in liquidity risk, IRRBB and market risk management.
Good knowledge of relevant risk measures.
Familiar with fixed income, currency and equity derivatives and structured products.
Proficiency in SQL, Excel VBA and Python is the must.
Language
Excellent command of both spoken and written English.
Fluency in Mandarin is an advantage.
Other Skills (e.g. Interpersonal, Communication 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, strong task management skill.
A team player.
BBVA Hong Kong will conduct a background check on you in accordance with the Mandatory Reference Checking (MRC) Scheme regulated by the Hong Kong Monetary Authority (HKMA). Should any discrepancy identified or deemed unsatisfactory to us, we reserve the rights to terminate your employment in such case. (FAQs for In-Scope Individual: https://www.hkab.org.hk/files/page/page-content/79/FAQs_for_In-Scope_Individuals_(24_July_2025)-1753348029.pdf)
Skills:
Interpersonal Communication
