Our client is a top-tier foreign investment bank with global presence. Owing to the expansion in Asia, they are looking for a VP, Market Risk to be based in Hong Kong. Reporting to the Head of Market Risk, you will be responsible for analysing market activities metrics and trading desk activities.
Perform risk activities and metrics analysis within trading unit; identify key risk factors and limit breaches
Conduct risk exposure and scenario analysis on trading portfolios; review risk indicators, VaR, stress testing on regular basis
Review and improve market risk models and metrics
Participate in new product design and launch
Keep abreast of the region's latest regulatory requirements in market risk modelling
Bachelors degree or above in Risk Management, Quantitative Finance, Financial Engineering or related discipline
7+ years of experience in quantitative modelling or market risk management