Market Risk, Senior Associate/ VP
- Employer
- Selby Jennings
- Location
- Hong Kong, Hong Kong
- Salary
- HKD720000 - HKD720001 per annum
- Closing date
- Sep 9, 2021
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities:
Requirements:
- Monitor and report market risk limits, VaR, stress testing, and propose risk mitigation measures
- Market risk analysis on portfolio and maintenance of risk indicators
- Work closely with Front Office to shape trading strategy and pricing
- Participate in model and system implementation changes
- Conduct ad hoc investigations and analysis into risk, market and modelling issues
- Work across risk functions and corporate as a whole for common interest
Requirements:
- Degree holder in Risk Management, Finance, Quantitative Finance or related discipline
- Holder of CFA or FRM is a plus
- 5+ years of market risk experience
- Strong product knowledge on FICC, equity, structured products
- Familiarity with VBA, R or Python and strong in Excel to automate daily risk control report
- Experienced in Chinese report/ policy writing
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