AVP, Market Risk, Fixed Income/ Equities

Employer
Selby Jennings
Location
Hong Kong, Hong Kong
Salary
Negotiable
Posted
Jul 16, 2021
Closes
Aug 15, 2021
Ref
10776948
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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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