Market Risk AVP

Employer
Morgan McKinley
Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Jun 14, 2021
Closes
Jul 14, 2021
Ref
11001379
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
A large Chinese investment bank is looking mid level Market Risk professional to support their Equity and FICC market/products

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;
Requirements:
  • 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)

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