Top tire Chinese securities firm is looking for market risk talents to join their team
Job Responsibilities:
- Responsible for market risk monitoring and reporting of FICC, Equity, structural products & derivative positions
- Create/automate risk monitoring reports with a number of risk management measures on regular basis;
- Ensure VaR, market risk capital calculations, stress testing are correct and reviewed, commented & proposed risk mitigation & restructuring of risk & return profile in a timely manner
- Develop and modify simple mark risk models or tools to perform market analysis or the positions/VaR moves;
- Conduct UAT testing of any new fixed income/equity products, ad hoc investigations and analysis into risk, market or modelling, back-testing issues as needed;
- Liaise regularly with FO teams in the implementation of risk controls & mitigation
- Provide reporting to local and HQ Business, Risk and Regulatory stakeholders
Job Requirements:
- Quantitative background, CFA/FRM is a plus;
- 5+ years of Market Risk experience within investment banking / asset management
- Strong knowledge and working experience on structural products
- Good command of written and spoken English and Chinese (Cantonese and Mandarin)
