Market Risk (Analyst to VP)
- Employer
- Pacific Focus
- Location
- Hong Kong, Hong Kong
- Salary
- Attractive Package + bonus
- Closing date
- Nov 2, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities
Requirements
- Provide support to Derivative desk in executing risk strategy with respect day to day risk management, new trade review and perform risk reviews;
- Participate in the development of risk policies and standards, and continually seek to improve the market risk methodologies and processes;
- Lead to provide regular portfolio risk profiles by quantitative analysis and develop quantitative models for position risk alerts, VaR calculation, back-testing, stress test, etc.;
- Work closely with front office and senior risk management to analyze and explain risk measures, utilization and driver for movement, including VaR, DV01, CR01, Delta, Gamma, Theta, Vega, FX NOP;
- Improve and coordinate daily, weekly and monthly risk reports to management;
- Support risk analysis on new product approval and engage with different stakeholders in new product implementation;
- Perform additional duties and support other risk areas such as credit and operational risk when required.
Requirements
- Excellent academic background in related field of study, including a degree in Mathematics, Econometrics, Actuarial Science or Financial Engineering;
- Proven technical background in financial products, with a broad understanding of trading strategies and risks as well as experience in derivatives area. Candidates with better qualification will be considered for senior position;
- Possess experience with Bonds and Equities, ETF, Futures, Options, IRS;
- Provides deep understanding of the derivatives products including pricing, trading, and risk management;
- Equips the programming skills (Python, VBA, SQL, R) and holder of CFA/FRM is highly preferred;
- Must be able to rapidly grasp, apply and explain detailed technical concept;
- Good command of written and spoken English and Chinese (including Putonghua)
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