Market Risk Analyst/ Assistant Manager

Guotai Junan (Hong Kong) Limited
Hong Kong, Hong Kong
13 Aug 2022
12 Sep 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
  • Perform day-to-day market risk management of FICC, Equity, structural products & derivative positions, analyze large P/L events, VaR movement, ensure risk limits are well monitored and properly reported, identify material risks and propose risk mitigations;
  • Prepare & Analyze risk monitoring reports with a number of risk management measures including trading pattern analysis, performance and attribution analysis, concentration analysis, stress testing, liquidity analysis, VaR calculation analysis, analysis on asset classes market dynamics and market competitors on regular basis;
  • Liaise regularly with FO sales, trading & structuring teams in the implementation of risk controls & mitigation and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in a timely manner;
  • Ensure VaR, market risk capital calculations, stress testing are correct and reviewed, commented & proposed risk mitigation & restructuring of risk & return profile in a timely manner;
  • Development and modification of market risk models or tools to perform necessary analysis & explanation on the market or the positions/VaR moves;
  • Participate in new product approval and onboarding process and ensure the market risk requirements are fulfilled.
  • Provide market risk reporting to local and HQ Business, Risk and Regulatory stakeholders;
  • Collaborate with other corporate functions on issues of common interest (e.g. Finance/Product Control on trade bookings, valuation and P&L, operations etc.)

  • Bachelor degree or above holder in Science/Mathematics/Statistics/Financial Engineering/Risk Management, CFA/FRM is a plus;
  • 2-5 years of Market Risk experience in investment banking / security firm / asset management / hedge fund;
  • Sound knowledge and working experience on FICC / Equity derivatives markets and products; Strong analytical skills and highly numerate. Sound understanding of quantitative concepts relating to Greeks, P&L explain, VaR and stress testing;
  • Superior Excel, VBA skills, experience with Bloomberg TOMS/AIMS/MARS is a plus;
  • Strong communication, interpersonal and influential skills;
  • Ability to multi-task, work well under pressure with commitment to deliver under tight deadlines;
  • Strong team player with "Positive, Can do and Problem solving" attitude.
  • 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 by pressing "Apply now" 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.)

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