Market Risk Senior Manager
- Employer
- Morgan McKinley
- Location
- Hong Kong, Hong Kong
- Salary
- Competitive
- Posted
- Mar 30, 2021
- Closes
- Apr 29, 2021
- Ref
- 10653016
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
A leading Chinese securities platform is looking for a mid-senior market risk candidate to support their structural financial products
Job Responsibilities:
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
- 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)