Market Risk, Director Market Risk, Director …

Huatai Financial Holdings (Hong Kong) Limited
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 23 Aug 19
Competitive
Huatai Financial Holdings (Hong Kong) Limited
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 23 Aug 19
Competitive
Established in 2006, Huatai Financial Holdings (Hong Kong) Limited (“HTHK”) is a wholly-owned subsidiary of Huatai Securities Co. Limited (“HS”), a publicly listed company on both the Shanghai Stock Exchange (601688.CH) and the Hong Kong Stock Exchange (6886.HK). HTHK currently has Type 1, Type 2, Type 4, Type 6 and Type 9 licenses and it is carrying out the following businesses: securities, futures brokerage, corporate finance and asset management.

Responsibilities:

  • Lead the market risk team and review daily/weekly/monthly market risk reports and limit monitoring produced by the team and provide advice on the improvements and guide the team on the risk management and interactions with the front office;
  • Develop (enhance) and maintain methodologies for VaR, back testing and stress testing processes;
  • Formulate or regularly review/update the existing policies related to risk management, trading, model valuation, etc;
  • Lead the periodic and ad hoc review on the adequacy of existing risk limits and update or improve if necessary;
  • Review and validate valuation models created by the front office and finance teams as necessary and conduct regular (e.g. monthly) price verification and analysis to ensure fair value pricing;
  • Review the market risks and provide risk management comments/advices for new proposed transactions/products and recommend adequate mitigation measures;
  • Lead the front office or risk management system development, improvement, or replacement projects to continuously improve on the systems/models/methodologies;
  • Present quantitative analysis results and insights to front office functions and senior management on the trading strategies, risks, valuations, etc using various fundamental, analytical and technical tools;
  • Support the trading desks/deal teams’ operations and initiatives as necessary and collaborate with other corporate functions on issues of common interest (e.g. Finance on valuation and P&L).

Requirements: 

  • 10-15 years of relevant experience in market risk management in Hong Kong and other countries with advanced degree in finance or quantitative science majors. MBA or CFA preferred.
  • Strong team management and project management skills.
  • Knowledge of equity and fixed-income products.
  • Able to lead the team and work well with various business groups.
  • Excellent written and oral communication skills in English and Mandarin Chinese.

 

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