Associate - VP, Market Risk

Responsibilities: Ensure limits are well monitored and properly reported, identify material risks, propose risk mitigations and follow up with the desks on actions taken for any breaches or alerts. Conduct risk analysis on portfolios and the relevant risk limit. Maintain risk indicators, VaR, stress testing and sensitivities reflect the risks appropriately and dynamically. Continuously engage with Front Office to keep up to date with their trading strategy, pricing, and strategy. Involve in projects to implement changes in models, systems and regulations like Basel 3 implementation. Work across risk functions to contribute to the success of the risk management team as a whole. Collaborate with other corporate functions on issues of common interest (e.g. Finance on valuation and P&L, operations). Conduct ad hoc investigations and analysis into risk, market, or modelling issues as needed.

Requirements: Degree holder in Finance, Risk Management, Quantitative Finance, Statistics, Financial Engineering, Science, or other appropriate discipline. Holder of CFA or FRM is a plus. Minimum 3 years market risk management experiences in investment bank, securities, or asset management firms. Strong product knowledge on FICC, equity, structured product desks or asset management. Solid quantitative skills, with good understanding of risk indicators and stress tests, for structured trades. Familiar with VBA, R or Python, and strong in Excel to automate daily risk control report. Strong sense in risk control in trading business or asset management. Ability to interact with traders. Proactive self-starter with ability to work independently as well as part of a team. Good command of written and spoken English and Chinese (including Putonghua). Strong communication skills with the ability to present complex data in a clear and concise manner. Experience in Chinese report/policy writing.