Market Risk, AVP

Employer
Pacific Focus
Location
Hong Kong, Hong Kong
Salary
Attractive Package + bonus
Posted
Feb 23, 2021
Closes
Mar 25, 2021
Ref
9183711
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities
  • 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 mark 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 modelling issues as needed;
  • Perform weekly/monthly price verification and analysis to ensure pricing to fair value;
  • Liaise regularly with FO trading in the implementation of risk controls and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in a 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/Product Control on bookings, valuation and P&L, operations etc.)


Qualifications:
  • Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus
  • Strong excel, VBA macro skills and other IT skills e.g. SQL and database are preferred;
  • At least 3-5 years of working experience in market risk or product control function in a global or leading Chinese investment bank/securities house
  • Sound knowledge and experience in the equity/FICC markets and products, VaR and related risk management tools

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