Perform day-to-day assessment of positions, analyze large P/L events (Brexit, US election), VaR movement and identify new risk, ensure the limits are well monitored and properly reported;
Review and set trading compliance rules for trading books;
Assist in the test, development and modification of internal tail risk calculator for structures products transactions;
Validate and test key risk metrics in BRM, MARS and risk system;
Preparation of monthly risk reports on FICC or Asset Management;
Consolidate & analyze aggregated stressed loss calculation for FICC and Asset Management; and
Analyze the liquidity risk of FICC and Asset Management products.
Identify, monitor and manage market risk exposure, including pre-trade approval and post trade risk report;
Work closely with Front Office & Senior Risk management to analyze and explain market risk and PnL movements;
Execute market risk policies and guidelines on different business lines. Contribute to the improvement of the existing market risk management to ensure market risk can be efficiently captured and managed; and
Maintain and develop market risk analysis and reporting frameworks and produce management reports and analysis reports.
Ideal Profile: Trade approval experience on trading floor.
Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus;
Minimum 3-8 years of Market Risk experience within investment banking/ brokerage/ security house / asset management / hedge fund
Strong knowledge and working experience on equity, FICC and derivative products;
Superior Excel and Access skills including VBA programming;
Strong analytical skills and highly numerate. Sound understanding of quantitative concepts relating to Greeks, P&L explain, VaR and stress testing;
Ability to multi-task, work well under pressure with commitment to deliver under tight deadlines;
Strong team player; and
Good command of written and spoken Chinese and English; Proficiency in Putonghua is a must.
We offer an attractive remuneration package to the right candidate. Interested parties please forward your full resume with availability, expected salary to email@example.com or send it to 27/F., Low Block, Grand Millennium Plaza, 181 Queen's Road, Central, Hong Kong.
(Data collected will be kept strictly confidential and used for recruitment purpose only.)