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
You need to sign in or create an account to save a job.
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 :
Requirements
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.
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.
You need to sign in or create an account to save a job.
Sign in to create job alerts
Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.
Create alert