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Market Risk AVP

Job Seekers Hong Kong SAR China Risk Management Financial Services - Financial Markets

Job Summary

  • Hong Kong
  • Permanent
  • BBBH781250
  • May 14, 2021
  • HK$61k -70k pm
Job Description

A large Chinese investment bank is looking mid level Market Risk professional to support their Equity and FICC market/products

Responsibilities:

  • Perform day-to-day risk management of FICC and Equity positions, analyze large P/L events, VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations;
  • Create and produce/automate risk monitoring reports with a number of risk management measures including performance and attribution analysis, concentration analysis, stress testing, beta and VaR calculation etc
  • Ensure VaR and capital calculations are correct and reviewed in a timely manner;
  • Development and modification of simple mark risk models or tools to perform necessary analysis on the market or the positions/VaR moves;
  • Perform weekly/monthly price verification and analysis to ensure pricing to fair value;
  • Liaise regularly with FO trading in the implementation of risk controls and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in a timely manner;

Requirements:

  • Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus
  • 5+ years of working experience in market risk function in an investment bank/securities house
  • Strong excel and VBA macro skills
  • Sound knowledge and experience in the equity/FICC markets and products
  • Good communication skills in English and Chinese (Mandarin is essential)

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Consultant Details

Consultant Details

chanel_hui
Chanel Hui
  • Senior Consultant | Risk & Compliance Recruitment
  • 3907 3972
  • chui@morganmckinley.com