Head of Market Risk and Quantitative Analysis; Director to Executive Director

Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Sep 04, 2021
Closes
Oct 04, 2021
Ref
11684461
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Job Description:
  • Lead the market risk and quantitative analysis team to develop/improve risk policies, procedures, and risk methodologies.
  • Manage market risk for the financial market trading business. Instruments include fixed income, equities, FX, credit, derivatives, and structured products.
  • Work closely with the front office to analyze and explain market risk measures, utilization, and drivers for movement, including VaR, DV01, CR01, FX NOP, Delta, Gamma, Vega.
  • Build risk database and corresponding time series, in order to support IPV process, VaR calculation, stress testing, backtesting, etc.
  • Participate in project related tasks such as new business/product approval, risk system implementation, and independent model validation.
  • Train and develop junior members.
  • Perform additional duties and support counterparty credit risk management when required.


Job Requirement:
  • Degree hold in Risk Management, Financial Engineering, Quantitative Finance, Mathematics, Statistics, or other related disciplines.
  • At least 10 years of market risk experience at a credible commercial or investment bank.
  • Holder of FRM/CFA is highly preferred.
  • Solid product and risk management knowledge in fixed income, FX, equity derivatives, and structured products.
  • Strong communication skills and writing skills (including both English and Mandarin) with the ability to present complex concepts/data in a clear and concise manner.
  • Proactive self-starter who can multitask and work independently. Be versatile, highly organized and detail oriented.

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