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