AVP Market Risk, Investment Bank

Overview

An investment bank in the region is currently seeking a AVP Market Risk Manager to join the Risk Management Department to provide market risk monitoring for vanilla products (rates and credit desks).

Role Responsibilities

• Reporting into the Head of Risk Asia you will provide market risk monitoring for vanilla products (rates and credit desks)
• Regular review, monitoring and making proposal on enhancement related to Risk;
• Responsible for stress tests, recovery plan and investigate irregular/abnormal variance on risk /position.
• Prepare regular reports, materials and minutes regular meetings;
• Keep abreast of regulatory requirement for risk management;
• Handle daily routine tasks on market risk which includes ensuring accuracy of market data obtained from market provider; and performing end of day closing operation, including investigation into irregular/abnormal variance in P/L and risk positions.

Requirements

• Minimum 5+ years' experience in Market Risk Management with knowledge of global market products;
• Bachelor's Degree in Risk Management, preferably with CFA qualification;
• Written and spoken English, Cantonese and Mandarin is essential;
• Proficiency in MS Office and MS SQL; Knowledge of spreadsheet programming
• Solid quantitative skills, with good understanding of stress tests and expected shortfall measurement, in particular for structured trades

If you believe you have the relevant skill and experience and is interested in this position, kindly get in touch with Jack Leung at with your CV and contact details or call +852 3901 8971 to engage in a confidential discussion.