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Market Risk (Analyst to VP)

Pacific Focus
Hong Kong
Posted 3 days ago Permanent Attractive Package + bonus
Rachel
Posted by
Rachel Chan
Manager - Financial Services Recruitment
A leading Chinese securities firm is looking to hire multiple headcounts for the Market Risk team.

Responsibilities

  • 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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