AVP, Market/Trading Risk Management

Employer
BOC International
Location
Hong Kong, Hong Kong
Salary
Basic salary plus bonus.
Posted
Mar 03, 2021
Closes
Apr 01, 2021
Ref
10442327
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
The role

This is a market risk role supporting the trading business of BOCI in the trading risk team. As a risk controller, you will work closely with front office traders on daily basis regarding P&L explains and risk metrics. The team covers products across equity derivatives, fixed income and structured notes business. You will be assigned to cover one of the businesses and be responsible to cover all P&L and risk aspects of the business including risk monitoring and reporting, risk limit review and risk related projects etc.

You will liaise with front office, middle office, valuations, finance and IT teams when supporting the business. This role will give you good exposure in the front to back flow of the trading business and be able to cover all aspects of market risk management framework and controls.

Key accountabilities
  • Front to back market risk and P&L support for Equity Derivatives Desk
  • Prepare and review daily risk reports (VaR and Stress Test) and monitor risk limit utilization
  • Lead reviews and discussions on market risk limits and mandate
  • Propose relevant stress test scenarios and help business identify key risk exposures
  • Review and provide analysis on new product or new business
  • Pro-active identify and escalate to management on potential market risk events and regulatory/policy changes

Skills & experience
  • 7+ years of working experience in risk management or product control in equity derivatives
  • FRM or CFA qualification is an advantage
  • Knowledge of equity and bond markets, risk models and products is desirable
  • Programming skills in VBA or python is an advantage
  • Good interpersonal skills, able to build relationships and communicate effectively with Front Office
  • Good command of Cantonese or Mandarin and English
  • Less experienced candidates are also welcome and will be considered for junior AVP rank

Other
  • Please apply in strict confidence with full resume, academic record, current and expected salaries.
  • The personal data provided will be used for consideration of recruitment only. All personal data of unsuccessful candidate will be destroyed within 24 months.
  • Candidates with Enhanced Competency Framework (ECF): please state on the CV.

About us

As a leading investment bank in China and Hong Kong region, the investment banking arm of Bank of China, BOC International Holdings Limited ("BOCI"), is now seeking highly motivated, creative and success-oriented professional who would like to pursue the career for supporting our group.

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