Market Risk Senior Manager Market Risk Senior Manager …

Morgan McKinley
in Hong Kong
Permanent, Full time
Last application, 22 Apr 21
Competitive
Morgan McKinley
in Hong Kong
Permanent, Full time
Last application, 22 Apr 21
Competitive
Market Risk Senior Manager
A leading Chinese securities platform is looking for a mid-senior market risk candidate to support their structural financial products

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)
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