Market Risk Senior Manager

Hong Kong, Hong Kong
Jun 25, 2017
Jun 29, 2017
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
  • Primary Location: HK,Hong Kong,Hong Kong
  • Education: Bachelor's Degree
  • Job Function: Risk Management
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: Yes, 25 % of the Time
  • Job ID: 16049667


  • The role will cover a wide spectrum of Equity Trading Desks including; cash equities, program trading, flow and exotics derivatives, CBs, and corporate derivatives
  • Monitor, review, and discuss with the relevant trading desks the types of transactions traded across these desks, including vanilla options, Accumulators, Autocallables, Variance trades and other potential exotic derivatives
  • Analyse exotic and structured transactions, review the models to which these exotics are booked to, and have an understanding what drives the derivative trading strategies for these products as well as understanding the market microstructure in Asia that these products trade in
  • Review scenario analyses for non linear products
  • Cover the calculations for stress testing, establishing limits, enhancing data feeds and risk monitoring
  • Review NPAC documentation and the risks associated with new products and trading ideas and be comfortable around the structures and modeling


  • Good and sound understanding of the Equity Markets and Market Risk Management
  • Good attention to detail and strong analytical background as the role forms part of the model approval process, where sign off of new models and the enhancement of existing models will be required
  • Knowledge of VaR (Monte Carlo), its applications and limitations, as well as IVAST and Stress VaR
  • Personable, a good communicator and work well under pressure. Daily interaction with traders, regulators, financial and other control groups is necessary, and sometimes under tight time constraints
  • A postgraduate degree in a quantitative or financial discipline
  • Additional qualifications, such as CFA or Financial Risk Management (FRM) will be an advantage
  • Ability to work well as part of a varied and geographically dispersed team

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