Market Risk, AVP
- Employer
- Pacific Focus
- Location
- Hong Kong, Hong Kong
- Salary
- Attractive Package + bonus
- Closing date
- Mar 4, 2021
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities
Qualifications:
- 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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