Market Risk - Leading Investment Bank (Multiple Headcount) Market Risk - Leading Investment Bank (Multiple  …

Ashford Benjamin Ltd
in Hong Kong
Permanent, Full time
Last application, 26 Feb 21
Competitive
Ashford Benjamin Ltd
in Hong Kong
Permanent, Full time
Last application, 26 Feb 21
Competitive
Posted by:
Vivian Chen • Associate Director
Posted by:
Vivian Chen
Associate Director
We are currently working with one of the leading investment banks in Hong Kong who's keen to hire a Market Risk professional to join the team.

Responsibilities:

  • Perform day-to-day risk management of FICC and Equity business, analyse large P/L events, VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations;
  • Create and produce/automate risk monitoring reports including performance and attribution analysis, concentration analysis, stress testing, beta and VaR calculation etc on regular basis;
  • Develop and modify simple mark risk models
  • Perform price verification and analysis to ensure pricing to fair value;
  • Communicate closely with internal and external stakeholders;
  • Collaborate with other corporate functions on issues of common interest (e.g. Finance/Product Control on bookings, valuation and P&L, operations etc.)

Qualifications:

  • Minimum 3 years working experience in market risk or product control function in a investment bank/securities house
  • Familiar with FICC and Equity business
  • Strong excel and VBA macro skills are a must; other IT skills e.g. SQL and database are preferred;
  • Good communications in English and Mandarin

 

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