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Market Risk Director

Employer
Hudson Hong Kong
Location
Hong Kong, Hong Kong
Salary
Negotiable
Closing date
Nov 29, 2019

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Our client is a top-tier securities company, providing professional property trading, securities and advisory services. To expand their market in Hong Kong, they are now actively looking to hiring a Market Risk Director to support their business

Job Description Duties and responsibilities :
  • Take part in the risk policies and standards development, and constantly strive for the betterment of the market risk methodologies and processes.
  • Handle market risk regarding the trading business in global market. Financial instruments include fixed income, equities, FX, credit, derivatives, and structured products.
  • Examine and provide explanation of market risk measures, utilization and driver for movement, such as VaR, DV01, CR01, FX NOP, Delta, Gamma, Vega. , through cooperate with front office and senior risk management
  • To support IPV process, VaR calculation, stress testing, back testing, etc. , keeping and organize the market valuation data and corresponding time series
  • Engage in project related tasks including approval of new product, implementation of risk system and independent model validation.
  • Provide support to counterparty credit risk management, and perform extra duties if needed.


Requirements
  • An undergraduate or postgraduate degree holder in the field of quantitative or finance, including Financial Engineering, Finance, Econometric, Mathematics.
  • High analytical ability
  • Minimum 7 years of recent market risk related work experience at a credible commercial or investment bank. This position is at managerial level. However, candidate with stronger qualification will be considered for senior position.
  • Skilled in computer programming (Excel, Access, VBA, SQL, R) and holder of FRM/CFA is highly preferred.
  • Sound knowledge and massive interest in global capital markets, products traded, and risk management techniques. Candidate should be willing to learn with high self initiatives.
  • Be adaptable, highly organized and detail-minded, with strong ability to multitask and work independently.

Attractive remuneration package and fringe benefits including 5-day week will be offered to the right candidate.

To apply please click on the "Apply" button or contact Charles Hui at Charles.Hui@jobs.hudson.com quoting ref no. HK67149 for a confidential discussion. Your interest will be treated in strict confidence.

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