Market Risk AVP
- Employer
- Morgan McKinley
- Location
- Hong Kong, Hong Kong
- Salary
- Competitive
- Closing date
- Jul 14, 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.
A large Chinese investment bank is looking mid level Market Risk professional to support their Equity and FICC market/products
Responsibilities:
Responsibilities:
- Perform day-to-day risk management of FICC and Equity positions, analyze large P/L events, VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations;
- Create and produce/automate risk monitoring reports with a number of risk management measures including performance and attribution analysis, concentration analysis, stress testing, beta and VaR calculation etc
- Ensure VaR and capital calculations are correct and reviewed in a timely manner;
- Development and modification of simple mark risk models or tools to perform necessary analysis on the market or the positions/VaR moves;
- Perform weekly/monthly price verification and analysis to ensure pricing to fair value;
- Liaise regularly with FO trading in the implementation of risk controls and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in a timely manner;
- Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus
- 5+ years of working experience in market risk function in an investment bank/securities house
- Strong excel and VBA macro skills
- Sound knowledge and experience in the equity/FICC markets and products
- Good communication skills in English and Chinese (Mandarin is essential)
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