Market Risk Manager/Team Lead (Chinese securities)

Links International

Hong Kong
Permanent
Full-time

26 days ago

Responsibilities:

Perform daily market risk management of FICC and structural products positions, ensure limits are well monitored and properly executed
Identify material risks and propose risk mitigations, escalate price, limit and event alerts to The committee and Front Office;
Review the stress tests on major risks (including liquidity risk and market risk)
Prepare risk monitoring reports with market dynamics, P&L performance, concentration analysis, stress testing, liquidity analysis, VaR calculation & back testing
Provide analysis on market risk matters and make recommendations;

Requirements:

Quantitative background in Statistics/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus;
3-5 years relevant experience in risk management with investment Bank, candidates with PRC exposure will be an advantage
Strong knowledge and working experience on FICC, Equity, vanilla derivatives & structural products;
Superior Bloomberg, Excel, VBA macro skills are plus;

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