AVP, Market Risk, Fixed Income/ Equities

Responsibilities:

Perform day-to-day risk management of FICC and equity positions, analyse large P/L events, VaR movement
Create and produce/automate risk monitoring reports (daily, weekly, monthly)
Ensure VaR and capital calculations are correct and reviewed in a timely manner
Development and modification of simple market risk models or tools
Perform weekly/monthly price verification and analysis to ensure pricing to fair value
Liaise regularly with Front Office trading in the implementation of risk controls

Requirements:

Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus
Strong excel and VBA macro skills are a must; other IT skills e.g. SQL and database, are preferred.
Minimum 5 years working experience in market risk or product control function in a global or Chinese investment bank/securities house
Sound knowledge and experience in the equity/FICC markets and products, VaR and related risk management tools
Good communication skills in English and Mandarin

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