Market Risk Senior Manager

Employer
Morgan McKinley
Location
Hong Kong, Hong Kong
Salary
HKD60000 - HKD80000 per month
Posted
May 07, 2021
Closes
May 25, 2021
Ref
10493462
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Job Responsibilities:
  • Responsible for market risk monitoring and reporting of FICC, Equity, structural products & derivative positions
  • Create/automate risk monitoring reports with a number of risk management measures on regular basis;
  • Ensure VaR, market risk capital calculations, stress testing are correct and reviewed, commented & proposed risk mitigation & restructuring of risk & return profile in a timely manner
  • Develop and modify simple mark risk models or tools to perform market analysis or the positions/VaR moves;
  • Conduct UAT testing of any new fixed income/equity products, ad hoc investigations and analysis into risk, market or modelling, back-testing issues as needed;
  • Liaise regularly with FO teams in the implementation of risk controls & mitigation
  • Provide reporting to local and HQ Business, Risk and Regulatory stakeholders

Job Requirements:
  • Quantitative background, CFA/FRM is a plus;
  • 5+ years of Market Risk experience within investment banking / asset management
  • Strong knowledge and working experience on structural products
  • Good command of written and spoken English and Chinese (Cantonese and Mandarin)

Similar jobs

Similar jobs

  • You need to sign in to save