Market Risk Analyst

Robert Walters Hong Kong
Hong Kong, Hong Kong
Attractive Bonus + Package
Aug 08, 2017
Aug 23, 2017
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time


  • Support assessment and control of market and liquidity risk in the APAC region.
  • Produce and analyse market and liquidity risk reports including VaR, backtest, stress tests, risk sensitivities, P&L and liquidity gap. Provide commentary and relevant market colour.
  • Perform validation checks on VaR and sensitivity movements. Investigate exceptions and process limit excesses in a timely manner.
  • Daily interaction with FO to ensure risk figures and P&L are accurate to point where risk is well understood and risk-adjusted return decision can be made
  • Defend the risk figures and P&L produced by Risk and communicate clearly the methodology used for calculation to Management, business partners and risk committees.
  • Participate and communicate key risks in relevant branch risk committees
  • Involve in regulatory projects and contribute to assessing impacts from regulations to business strategy
  • Assist the Department Head in the preparation and maintenance of documents that pertain to Market and Liquidity Risk management in line with the Bank's policies


  • Post graduate in a relevant technical field - candidates with Quantitative Finance/ Quantitative Finance Risk Management discipline are highly preferred; open to candidates with Financial Engineering, Mathematics or Science background
  • 3 - 5 years in market risk, liquidity risk and / or product control
  • Excellent logical, analytical and reasoning skills
  • Excellent communications skills; Fluency in English; Cantonese or Mandarin a plus
  • Competent in Reuters / Bloomberg and Murex
  • Strong skills in Excel, Access, PowerPoint, Word
  • FRM, CFA designation a definite plus

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