Risk Manager, Asset Manager in Beijing

Selby Jennings
Beijing, China
Sep 15, 2021
Oct 15, 2021
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
  • Perform day-to-day risk assessment of equity derivative & equity trading positions, analyze large P/L events, VaR & market movement; ensure the limits are well monitored and properly reported, identify material risks, analyze equity market dynamics & competition and propose risk mitigation & action plans to assist management in decision making.
  • Review current product investment risk exposure, participate in limit setting, intraday and day end limit monitoring for equity derivative trading & structural books
  • UAT testing and validate key risk metrics of various equity derivative /fixed income products in risk system.
  • Conduct regular VaR, stress testing, back-testing, liquidity risk analysis and risk capital calculation for equity derivative business.
  • Keep abreast of latest industry trends and policies

  • Education background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus;
  • 5 years of Market Risk experience within asset manager / hedge fund;
  • Strong knowledge and working experience on equity derivative products; especially on warrants, CBBC and OTC vanilla & exotic equity structural products (like AQ, DQ, RA, ELN, FCN etc);
  • Superior Excel and programming skills including VBA;
  • Sound understanding of quantitative concepts relating to Greeks, P&L explain, VaR and stress testing;
  • Strong communication skills is required as this role has strong interaction with equity traders, sales, structurers and various internal stakeholders.
  • Ability to multi-task, work well under pressure with commitment to deliver under tight deadlines;
  • Strong team player with positive and can do attitude.
  • Good command of written and spoken Chinese and English.