Market Risk Associate/Senior Analyst, Fixed income/Equities
- Perform day-to-day risk management of FICC and equity positions, analyze large P/L events, VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations;
- Create and produce/automate risk monitoring reports (daily, weekly, monthly) with a number of risk management measures including performance and attribution analysis, concentration analysis, stress testing, beta and VAR calculation etc on regular basis
- Ensure VaR and capital calculations are correct and reviewed in a timely manner.
- Development and modification of simple market risk models or tools to perform necessary analysis on the market or the positions/VaR moves;
- Conduct ad hoc investigations and analysis into risk, market, or modeling issues as needed.
- Perform weekly/monthly price verification and analysis to ensure pricing to fair value
- Liaise regularly with Front Office trading in the implementation of risk controls and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in timely manner.
- Provide reporting to local and HQ Business, Risk, and Regulatory stakeholders.
- Collaborate with other corporate functions on issues of common interest (e.g. Finance on valuation and P&L, operations).
- Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus
- Strong excel and VBA macro skills are a must; other IT skills e.g. SQL and database, are preferred.
- Minimum 2-4 years working experience in market risk or product control function in a global or Chinese investment bank/securities house
- Sound knowledge and experience in the equity/FICC markets and products, VaR and related risk management tools.
- Good communication skills in English and Mandarin