Market Risk Associate/Senior Analyst, Fixed income/Equities
4 days left
- 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
- 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).
- Around 2-5 years working experience in market risk function in a global or big Chinese investment bank/securities house
- Solid excel and VBA macro skills required; other IT skills e.g. SQL and database, preferred.
- A good/solid understanding of market risk (such as VaR, sensitivities, stress) and the equity/FICC markets and products preferred
- Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus
- Good communication skills in English and Mandarin