Market Risk Senior Manager
- Employer
- Morgan McKinley
- Location
- Hong Kong, Hong Kong
- Salary
- HKD60000 - HKD80000 per month
- Closing date
- May 25, 2021
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.
Job Responsibilities:
Job Requirements:
- 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)
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